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Vellum is notoriously hard to attach! There really is only a few options available:-
1. Punch holes and tie with ribbon/twine etc
2. Use those metal split pins to attach the layers (these come in silver, gold, bronze and now there's also shapes available eg: hearts, stars etc)
3. Put the whole piece through a Xyron machine. This is a special machine that laminates and also has a cartridge that puts adhesive on the back of something. I understand that the adhesive works really well with vellum.
4. I've had a little bit of success using the Pritt brand of adhesive lately. It is called Pritt Roller permanent adhesive and comes in a red container. It is a tape type of adhesive that you roll onto your work. I find that it works pretty well just so long as you get a nice "run" of it and make sure to not touch the adhesive before sticking it down.