I tried wire flags but didn't like how thick they are. I started using paper clips but that only works when the servo is really, really close to the control surface. I've had no issues doing this and it's great because it's thin enough to easily bend by hand and will not bend during flight, only during a crash. But you can pull on the control surface to get it back to exactly where you want it.
I just started using bamboo skewers with a notch cut into each end and then using a paper clip wrapped around the skewer, into the notch, to attach it to the servo and control horn. I'm considering writing an article about that method. I've only tried it once though.