Here's what I saw the other day for pocket carry EDC, so I decided to try it.
I use a similar method, though it looks like it might be a bit more comfortable. I've been using a bit of light lanyard material & attaching it to my belt using a girth hitch. I then use a small s-biner to clip to the cord & my keyrings, like this:
As I mentioned, this is a pretty comfortable method for carrying a keyring; I like that you can slip the biner/rings into your pocket without them sitting in a lump at the bottom. Also, I keep my keys & EDC-things on separate split rings which seems to work well for me. This what I currently have on that EDC specific split ring:
I used to carry a Fox-40 for a whistle, but when I added the pen to my keyring I wasn't willing to have that much bulk.