The Original Orange Screamer Keychain with Snap Fitting and Solidworks 2014 source
This is a mix mash between two different makes.
First this is the original AndyGadget's version http://www.thingiverse.com/thing:455093 that I made the source for but then I saw DanielStein's version @ http://www.thingiverse.com/thing:479357 and loved his take on it. Well, his is larger than the original one to accommodate his snapping mechanism so I decided to give it a whirl myself. I kept the dimensions of the original and just added the snapping together mechanism. You may glue it or just snap it and, as I said, this still has all of the holes, and pegs, of the original.