Lilmod Ulelamaid,
According to what Avrum wrote, it sounds like it’s almost impossible to do so halachically
I haven’t figured out a way… but a way must exist. DaasYochid knows his way, though I couldn’t figure out from his description how to make it work for me. Also, some people, e.g., Chabad, Sefardim, wrap their tefillin differently than I do (I wrap towards my body when the strap is over the arm), which may make it easier to keep the knot and box together while shoving the arm into the sleeve.