Sashae reminds of another trick: Wrap a mini zip tie (or just a twist-tie or piece of coated wire) around the toe strap where it goes through the loop in the top of the toe clip. Tighten it up to jam the strap in place, held so that the strap clears the crankarm. I've also seen people drill small holes in the top of the toe clip loop and run a tiny self-tapping screw into the strap (just like you use on strap-caps).

Another cheating way to solve the problem is simply to bend the toe clip up at the top so that it holds the strap in greater tension. It works as a spring to keep the toe strap out of the way until needed. The only downside of this method is that if you pedal on the backside of the pedal, the clip is sticking up an extra inch or so and is more likely to scrape the ground.

In the end, though, the elegant way is to heat-bend the strap. Don't you like to do things the elegant way?