do you have a cancellation policy? And if so, do you enforce it?
Many personal trainers ask for money in advance but you may have a hard time to introduce that retroactively when your clients are used to pay per session.
Personally, I also have my clients pay per session but I rarely run into the problem with late cancellations for trivial reasons. On the few occasions where it happened with some degree of frequency, I had an honest conversation with the client. I pointed to my cancellation policy and told the client that I would enforce it if late cancellations continued to occur. I also suggested that we should look at a different way of scheduling. Most of my clients are on a regular schedule, a few schedule week to week and have to choose from what is left.
If things do not continue to improve, it may be time to evaluate whether this relationship should be continued.
Good luck. This is always a thorny issue and an uncomfortable discussion.