Finally found the Lanyard system for my (active) FOB's... that works!!!
Found this old lanyard on a little junk Garrity brand LED flashlight I had in my toolbox.. left the batteries in too long, I think the innards are trashed. Anyway, I'm looking at the lanyard and the metal ring clip that it hooked into the flashlight with, figuring they'll probably snake through the little slotted thing on the FOB... and it fits perfectly.
The Clip on the end clips to my belt loop and the FOB goes into my pocket. This way, it can't wander off... It'll probably work in a jacket, too, providing a place is there to hook the clip.
I'm gonna grab another one at the store next time I'm there just for the lanyard and use the flashlight for my toolbox again.