We have a headshaker and we got a net for her nose. It helped a ton! It just attaches to the noseband and with Velcro. I don't remember exactly what it is called but im sure you could find it online
Sometimes even just some bailers twine tied from the d ring (of the saddle) to the bit can help because it will tug when they toss their head. You can do the same thing with a thin rope with clips on both ends. You could just wear them every few rides as a little reminder to your horse.
Did you saddle change recently? If so it may be causing discomfort which is causing the head thrashing.