I've tested all kinds of straps, pantleg-keepers, velcro et al.
Epson did ship those with their printers earlier.
But they all scratch and harm the paper.
Use cotton gloves and wrap a precut and wide strip of plain paper + some Scotch.
If you modify the tape in position, you can re-use the strip many times. And I also put the papers name on the strip.
/Sven