I sent an email to the LessEMF guys yesterday to ask if they had any tips for wire attachment, but so far I haven't heard anything back from them. It has been less than a day though.
The weave + glue dot is a good idea, and I was thinking of trying that very thing, but I haven't done it yet. If I figure out something that works reliably, I'll be sure and post it here and on the keyglove.net site as well.
Thanks for the recommendation!