Had a dig through one of my drawers and found some old 0.5mm shim-stock (304 stainless). It's pretty springy and looks like it might do the job without the need for any heat treatment - provided I can cut it and that it responds well to the hand-tools I've made to form it.

This is how the clip looks fully formed - the secondary ops to bend the arms don't need much force, just hoping that the big bowl in the middle forms as well as it has in the generic 1mm thick CR4 used for the tests.

Click image for larger version. 

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Wal.