Whatever recipe you use, I've found it's better to underfill the hamentashen so the filling has room to bubble. Overfilled ones almost always pop open. As for fillings, use the Solo ones or a pastry type filling. They're thicker and don't overflow. My last tip is I brush the edges with a little water before folding. Makes the edges stick together better. As far as soft hamentashen are concerned, they usually get soft after a day or two because the fillings are moist.
Queenscook posted one here some years ago that I've adopted as my regular recipe. It involves honey, which is a very nice touch. You should be able to find it in the search.
Re:keeping the shape; I've found it helpful to fold the sides in a pinwheel fashion, where side A holds down side B, which holds down side C, which in turn holds down side A. Much more secure than pinching the corners.