The problem with LM is their lanyard holes on their tools are very thin and end up fraying the lanyard or just outright cutting it in half. At least that's the way it is on the Blast and New Wave I own.
Thought the lanyard hole in leathermans were sized to install a small split ring (mini key ring) and then put your lanyard through the split ring. Think that the micra has one already installed in the box.