After crawling under my X for my gas cap for the ##XX*!! time I am going to figure out some way to tether it. Mine tends to pop out of the holder when closing a door or occasionally when the auto fuel shut-off activiates on the pump. I also seem to be especially clumsy with it when I'm wearing winter gloves. By the way my cap is specially programmed to come to rest in the biggest pile of slush under the car (usually, beyond arms reach).
Anyway, I'm thinking that a short length of "beaded" chain (#6 or #8) in plastic would do it or that plastic coil (looks like a phone cord) stuff they use to connect PWC & snowmobile kill switches to the rider.
I am wondering if an autoparts store may already have a universal tether kit.
I let you know what I find.