Basic cateye Omni lights (and other Cateyes too probably) come with a clip that can go onto (eg) jersey pockets, so if your saddle bag has an appropriate loop this is an option (and pretty cheap too).
I've used basic led rear lights. Taken the backs off and drilled 4 holes into the back plate and then used zip ties to attach to the saddle bag.
Does your saddle bag have fabric strap for a light? Photo might help.
yes this - I'd put a small zip tie through the cateye clip though - you will need to make a hole through the prong that doesn't have a hole - I drill one with a dremel.Basic cateye Omni lights (and other Cateyes too probably) come with a clip that can go onto (eg) jersey pockets, so if your saddle bag has an appropriate loop this is an option (and pretty cheap too).