I've dry hopped in a bag with marbles using un-flavored dental floss to hold it suspended. I have the Fermonster and tied a wing nut to the dental floss. Drape the floss over the edge, screw on cap, done. Even if it were to slip, the wing nut will not let it fall all the way in. Also give me something to hold when putting in or taking out.
Lastly, wilserbrewer from this site make some very nice bags for both boil and dry hopping.