This year my clay class at Trinity made charm bracelets! I used a flathead pin and pushed it up through the bottom of the charm. The head of the pin catches in the clay so that it won't fall out. After I baked the charms, I used needle-nosed pliers to form the end of the pin into a loop. We used this same technique to make creations into miniature ornaments.
See other creations on my facebook page, Polymer Clay Bakery