I love it when my BF is teasing me and puts on out blindfold.
I have quite thick hair (afro to be exact) and we found a nice simple blindfold that does the trick. Stays on and keeps me in the dark 
http://www.lovehoney.co.uk/product.cfm?p=28736
I think it's this one, we have had it for a while now and it hasn't failed us yet. The one that you have already is silk and most likely to slip off in the heat of things, whereas this one has elastic straps to keep it in place.
Good luck and have lots of fun!