Shop-made tooling; useful, but. . .

Handles of a spring clamp or clothes pin works most of the time.
 
It's been banding for me for the last 40 years, once in awhile a die spring. In fact, I use banding for all sorts of flat spring devices. My current vise came from the factory with stepped jaws. The steps are .265 wide, would be better if they were .09.
 
I mostly use a plastic zip tie, formed into a loop and slipped in between the parallels. I've thought of building the tube-and-spring type that some of the toolmakers where I work use but I haven't gotten around to it yet.
 
I'm with @chips&more. I learned a long time ago while making medical laser parts that you can lose .005 from a tiny invisible chip in your fixture, so I remove and carefully wipe down the vise and parallels (and deburr the part) each and every time I mount a part in the mill. Work is seated gently with a dead blow and the vise is cinched, loosened, re-cinched and the work re-seated so the parallels stay put. I'm not out to set any production records, just taking the extra time to make sure everything is clean, snug, and perfectly seated. With this method, I've not yet found a need for springs or magnets. Of course, I may totally be missing something due to a narrow scope of experience.
 
Cheap and easy, I sometimes use painters tape to fasten the parallels to the jaws. Works good but sometimes cutting fluids don't play well with the adhesive on the tape.
 
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