Something I do that has worked out well for me is drilling holes in the rocks involved and using wooden dowels to pin them together. The hole does not need to be big or deep. Depending on the size of the rocks 1/2 in to 1 in deep is plenty in each rock.
Just try to make the drill hole and the dowel fit semi snugly, once you place it into the water the wood will absorb water, plump up and you have a very snug fit.
This lets you move rock around easier should you choose to rearrange you rockwork in the future.
I perfer to use wooden dowels but plastic works well to, just make sure the plastic dowel and the hole are a snugger fit then wood. For plastic dowels you can use a coat hanger and cut it up to your liking, there are even different diameters of plastic depending on where you cut the hanger up.