An S-Biner? I don't wear skirts ever, but I do use S-biners to make my pants fit better with the vibrams. I'd think you could use them to clip either side of the skirt?
http://www.rei.com/product/771120
(here's how they work with pants, completely different, I know
http://birthdayshoes.com/pants-on-th...nimalist-shoes )