Here is something you might want to cheeck out: http://www.youtube.com/watch?v=jkraPv-I_Bk

It's called a "twin gate carabiner" - supposedly as secure as a locker, but no unwieldy screw on the gate. This is rather new,and I have no personal experience with this gadget. I'll bet it is rther pricy, but it might work just fine for your keys.