Not sure if I'm imagining this correctly, but the only thing that I could get to fit into the indentation on the edge of the gas cap "handle" is the little protrusion on the bottom of the piece that extends from the door. I tried seating it that way, and the cap doesn't seem to sit very well as it doesn't fully set into the seat on the door unless you force it down (which I didn't try to do). Placed as it is in the picture, the cap is quite secure. The only way it comes off is if you lift it the same way you put it on. Pulling on it simply pulls the door along with it.
A picture of how you guys have it might help in case I'm interpreting you wrongly.
The way that I have it in the picture is actually rather natural. It's how I've had it since the first time I put fuel in the tank without even thinking about it. I just took a moment to check if it shows anything in the owner's manual, and indeed it is how it is illustrated there as well (only difference being the rotation of the cap which doesn't really make a difference).