In my last boat I didn't have a signal halyard so when it was required I attached a length of line to a roll of masking tape and threw it over the spreader - instant halyard!
But see no reason not to tie to shrouds - better show a courtesy ensign than not to!
this is the perfect case for buying a gross of - ahem - prophalactics ............
blow one or more up (depending on the size of the flag) with exhailed supercharged alchol (means you gotta have good quality stuff on your breath) or helium (boring), tie it to somewhere near to where you are sitting (cos you will be a bit dizzy by now), then bring it down again the attatch said flag to it .......... and then just let it go .... whoopee ....... flags up and you are fitted up for the night ...... admire flag