It would be easy to attach a standard spring-loaded plastic pickholder to a key chain. And I think Amazon sells one already attached. But those plastic pickholders are huge. They're a big wad of extra stuff to carry around in your pocket all the time. The leather Perri looks smaller, and it's soft and flexible; but then you have a snap to undo.

There's a company called Pickbandz that makes pickholding bracelets and necklaces, and their pickholders look compact. But trying to learn anything from their web site is an exercise in frustration.