So I picked up my first few blindbag ponies yesterday, and I love em!  They're so tiny though, so I was trying to think of a way to carry them around with me.  Then I realized they're a great size for cell charms!  After doing some experimenting with an old Ponyville, I came up with this lil tutorial. 
You'll need:  Blindbag pony of choice, some beading wire, beads, pliers, wirecutters, and a small drill.  I'd suggest a little pen-drill like this http://i32.photobucket.com/albums/d17/Ashthepirate/008-4.jpg
Find a spot that is narrow-ish but will hold pony securely, and drill through.  I'd suggest somewhere in the hair.  Some ponies you can go just under their forelock/bangs like this http://i32.photobucket.com/albums/d17/Ashthepirate/010-1.jpg and some you can actually 'hide' the drill holes fairly well within curls like on the Rarity mold. 
Cut about seven inches of beading wire and thread it through the pony like so http://i32.photobucket.com/albums/d17/Ashthepirate/015-3.jpg  Thread both ends of wire through beads of your choice.  Knot the end tight, using the pliers.  If you have jewelry end caps, you can attach them over the knot and attach a clip or jump ring.  If not, you can just carefully pull on one side of the wire and slide the knot into one of the beads like I did. 
Now either clip or loop the charm onto your phone and you're done! http://i32.photobucket.com/albums/d17/Ashthepirate/016-3.jpg

If you'd rather have a keychain you can put a jump ring or triangle-shaped ring into the drilled holes instead, or make as a cell charm and then loop the end around a ring. 

Did anyone else try this?  Post em so we can see!