I prefer the Tombo Mono Adhesive over the glue pen. Other ways I do it:
1-Run very small diecuts through the Xyron sticker maker, but I don't like all the edge tackiness I get when I use the large Zyron.
2-After placing and taping down the die to the paper, attach double-sided adhesive to the back and run it through the die cutter. You can peel the die with the adhesive from the tape backing. I use a tape about 1 1/2 inches wide and don't waste much.
3-Use DCWV matstacks with adhesive backed cardstock. Not the greatest of paper, I know, but the adhesive hold the die down well enough.