carrot
Flashaholic
Eff, do you have any paracord lanyards you use for your HDS?
In my experience, the most practical paracord lanyard for an HDS light without pocket clip is to make a noose-style slipknot and loop it around the waist of the light.
The other end can be finished however you like, however an eight on a bight or a bowline to make a loop is typically perfect.
I don't always carry it like this, but when I am concerned about retention I do this. The noose-style slipknot is not prone to loosening up easily once it is snugged down tight.