Having worked in orthopedics quite a bit, and hanging out with my wife who's a foot and ankle surgeon, there aren't many ways you could attach something to a bone that wouldn't cause problems. Other than the (significantly large, true!) hard mineral portion, bones comprise a lot of types of living tissue and you don't want to make a hole in them or their periosteum wrapper unless you absolutely must. The least bad approach might be something like a zip tie that you could carefully work around the bone, but even that would have ridges to irritate tissues and semi-enclosed spaces for bacteria to turn into a strip mall.

I highly recommend just getting that magnetic ring instead.