I always shuffle this way, and only had one set of sleeves split on me due to it (the awful Weavile SW sleeves)
5 pile, going in clockwise order.
Take two piles, mash them together at the bottom corner of each sleeve, making sure to keep the cards all facing the same direction. The bottom is the strongest part of any sleeve, and should be able to take the most abuse. This is also very similar in effect to a riffle, but doesn't strain the sleeves very much. I do this 3-5 times.
Take another two piles, mash them together as above, 3-5 times.
Take the final pile, and mash it with the second pile above, 3-5 times.
Take the last two piles and mash them together as above, at least 3 times.