I am always afraid that I will drop my lights, especially the expensive ones.
Because of this, I prefer a lanyard on my lights and the Spy presents a lanyard challenge. The lanyard hole is tiny, and I like something a little more substantial at the attachment point. For the time being, I've threaded a small zip tie (4 inch) through the hole, rounded the corners for easier carrying and a drop of superglue to prevent it from tightening. After a few weeks of pocket carry, I really don't notice the zip tie. I haven't found anything else that is tough enough and small enough to get through the hole. If anyone has found a better solution, please let me know.