You know those mic clips that are spring loaded v type clasps for the mic (not the regular shure type). Get some of those, and then some normal ones and duct tape them together thread-end to thread-end. If you are lucky and can find a mic clip with a male threaded end, you can just screw them together. You will have to reinforce the clamp end with more duct tape or even by sticking some thing between the opposite ends for more force (much cleaner looking)- those springs are kind of weak. It will take some tweaking but if you've got some patience it will work. Just another one of the millions of uses of duct tape.
-jhe