O-ring should work. All you're needing is to create enough friction that the bearing won't turn.
Even an o-ring clamped onto the outer would likely be enough without worrying about machining grooves.

Axial loading details can be found at Axial load carrying capacity - SKF.com/Products
So for the 6205, in theory you're good for 3.9kN of axial load, which would take one very strong crinkle washer to acheive!