I honestly think that the easiest solution to your problem would be to get a couple of pairs of shorts with regular belt loops. There are loads of different styles and materials, and I'm sure you can find something you like without spending to much money.
Or you can always get a light pocket-friendly snubby.
Now hatred is by far the longest pleasure;
Men love in haste, but they detest at leisure.
- Lord Byron (George Gordon Noel Byron), Don Juan
(canto XII, st. 6)