Those "in-use" receptacle covers will certainly solve the problem of pulling the cords out of the wall. But...how are they doing it? If they grab the cord in their mouths and pull, then securing the plug into the receptacle with this or any other device may just cause them to pull harder, bite through the jacket, and then...bad things will happen.
My wife and I spend a fortune on bird seed and other bird food, and have often had problems with feral cats destroying the birdlife we attract. Out here in the countryside, the standard method for dealing with these pests is...probably not what you want to hear.