What I did, was screw them on.
I drilled a hole (a little smaller then the screw) in the back of the clip. For the ornamental clips (where you would never hang a saber on, you can drill just a small hole. enough for the screw to just fit in 2-3 mm. this will be enoug to keep them in place. add a bit of glue, just to be sure.
For the utilised clibs, where you do want to hang a saber on, you actually need to drill all the way true. you will need to blacken the tip of the screw eventually, to obscure it a bit.
add some larger rivets, to prevent the screw to tear out the leather if you hang a saber on it.
Please do not forget to wheather both the belt as the clips. it will make your outfit that much more realistic. 'brand new' is not a word known to the Starwars universe.