How much Nafion are you using, how are you mixing the ink, what are the particle sizes, and how are you depositing it it on the electrode?
The usual range is ~30 wt% Nafion of solids, with the Nafion added slowly to a slurry of the others, then stirred and sonicated until it's well-dispersed and doesn't come out of solution easily. I deposit it by spray-coater and even with fairly large particle sizes the electrodes are cohesive and don't come off even to pumped electrolyte.
You might also consider roughing up the surface of your GCE to give it something to grip to - experimentally this doesn't have a significant effect: http://pubs.acs.org/doi/abs/10.1021/jp8047423?journalCode=jpccck