sew a piece of 1/2" wide nylon webbing on , by hand, to the back of your saddle bag ,
then the clips to go over such pocket and strap edges can be used..
its an optional mount with many tail lights, I have a PDW brand tail light as such..
Carradice has shipped their rear bags with such for a long time.

Alternatively just run a screw into the back of the tail light from the inside if the rear bag.

I have had a 'Vista light' mounted as such for 20+ years..





./.