With the little guys, it's probably best to keep them in their enclosure or hold them by hand and closely supervise. As they get older, they tend to calm down a bit and are big enough for a leash/harness. The one I made has a long parachute cord that clips to a fabric bottom piece with metal holes at each end. The fabric just goes around the waist above the legs and the leash clips to it along the back. I fit it so that it's tight enough to not easily slip over the legs but not so tight that it constricts the waist. You don't want it to apply pressure, just provide something for the leash to attach to. I don't find that I really need to use it much though. My adult dragon tends to stick pretty close to me so I just let him be outside without it most of the time.