I leave one
harness lanyard clipped to the traveler/mainsheet bail and clip myself to it whenever I'm singlehanding in the cockpit, etc. Than I have another lanyard I take with me up on deck and clip to a shroud as soon as I can. So far so good. Another option is to make jacklines. Basically you buy bulk tubular webbing (available from a rock climbing shop, or some sailmakers) and run it from fore to aft strong points. I go from the bow
cleat, back over the dogouse to one of the
jib sheet
cleats. You'll want it pretty tight, to keep it from getting tangled in things, but not taught. You just clip your lanyard to the jackline and walk back and forth as you please. Most sailors put one on each side so you can always be on the high side. You can tie the webbing using a "tape knot" which is basically a square knot doubled back over itself. Try googleing it, or have a climber show you.
good luck!
-BRad