Synthetic wine corks may irk traditionalists, but they do make quick and simple chip clips when you're done with the wine.
This is so easy that an Instructable on it seems overkill, but, seeing as how useful I find them (I can never have enough clips!) I thought I might as well do it.
To start, you just need a synthetic wine cork and a razor blade or other cutting utensil - the thinner the better.
Step 1: Cut
Next, cut the cork in half length-wise about two-thirds the way through.
Step 2: Done!
Voilà, you now have your cork chip clip. Slide it onto you bag and you're done. Surprisingly, the cork holds nice and tight.