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theDoctor said..
Don't listen to em bro, you got this
You don't even need a safety leash, just use one of them bungee cord/occy strap things....
+1, They are all teachers and are spooking for business. I generally just tie mine off with rope. If i'm going for a long session ill use a cable tie as rope sometimes comes un-done.
Just make sure its through the ring on the back of your harness so it doesn't get in the way.