How do I make my secret character choices stick?

If you press up on the d-pad, it opens up a screen where you can select which character you want to use to lead each type of morph. This usually only matters for experience purposes, but once you start unlocking secret characters in the post-game, some of them have special effects that only apply when they lead a morph. For example, Wonder-Captain automatically sets the Unite Drill on fire, an effect you don't get if you use Wonder-Red (Emeritus).

For the seven core Unite Morphs, if you pick a particular leader, the choice will (mostly) stick. Set Wonder-Witch as your leader for Unite Gun, then make a Unite Hand, then make a Unite Gun again, and Wonder-Witch will lead the morph instead of Wonder-Green. Some things will reset the choice, like entering a Kahkoo-Regah, but you won't have to keep opening the menu mid-battle. However, my choices for Unite Drill haven't been sticking. If I set Wonder-Captain as the leader, switch morphs, and then switch back to the Unite Drill, Wonder-Red (Emeritus) is holding the drill, and it's not on fire. This is really inconvenient when I want to set things on fire without carrying the fire from a fire source. Is there any way to make sure that Wonder-Captain makes the drill instead of Wonder-Red (Emeritus)?