As the PP said, they usually sell them wherever they sell pins. One thing to note is that they use a hex key to tighten and loosen them, so be sure to carry that with you. Also, they are small cylinder shaped metal backs (maybe about 1/4" long), so they can be a bit uncomfortable if they jab you.
One other option is to just try some different backs to see if you can find ones that are tighter. I've found that some of the holes on the Mickey head backs are larger than other ones, so some backs fit more snuggly.