I'm attempting to do a coreless motor upgrade using the Micromotor kits (T3/BR89, if of any use). The kit includes the motor, an adapter shaft and worm gear, all of which are required to be glued together.

For the life of me, however, I cannot get the adapter shaft to stay glued to the motor shaft. I've tried various types of superglue and even PVA - no dice, just slides straight back off every time. I dare not try gluing the worm gear until I've got a reliable solution for the shafts.

Am I missing something? How do others usually handle fixing these together?

You'll need a dedicated retaining compound, something like Loctite 603. The instructions may offer a recommendation? But I've used 603 successfully on brass and steel.

The official recommendation is Loctite 242 or 243:

https://tramfabriek.co.uk/glue.html

These are thread locking compounds rather than retaining compounds so I would argue not technically the perfect choice, however for the torque these motors will see, no doubt more than adequate.  And as mentioned, disassembly will be easier for the thread locking compounds than for the retaining ones.