Just a little string, or the like, fastened inside the fuse box cover, will probably suffice. Once it's on I won't be pulling them off unless there's an electical failure somewhere (and there hasn't been one yet, failed ignition switch notwithstanding). Considering the covers only cost $4 each, losing one is not a terribly big deal. But remember that the throttle linkage is below the fuse box, and if you were really lucky, you could vibrate the cover loose and bounce it right in to the linkage during full throttle acceleration and wedge in it.
If that happened I would attribute it to the mischievous elves that live under my hood.
