when fitting individual track links together, i use masking tape to hold the parts together and add glue to where they connect. once the glue dries a bit, i add them to the model and use small pieces of sponge to help the pieces conform to the wheels and also add some track sag.

i find that the sponge adds just the right amount of pressure to add the track sag. i also add some sponge on the opposite side of the sag direction to provide counter-pressure so that the links dont come apart and the sag is not to excessive. using various sizes of sponge can provide different amounts of sag

just be careful with the glue or you may attach it to the wheels prematurely!

note that this only works if there is a fender above the tracks where the sponge can be sandwiched between