I keep it dry in the shower. Usually just tossing it up in a bun works for me, but I sometimes wear a wide headband like this to keep the water off the edge of my hair when I splash my face.
Personally, I wash 2-3 times a week on the summer and only 2 times a week in the winter. Dry shampoo is perfect for the last day before I wash to keep the oil under control.
I have to wear headbands and they have to be chunky so I don't keep pulling them down. These ones on Amazon have worked well! They fit snug on me too which is a plus. Headbands
Searched Amazon. This? https://www.amazon.com/dp/B072S9L5VC/ref=cm_sw_r_cp_apa_i_qpedDbMZYNYH8