There's a couple of different ways you can do it Kris. I have a tutorial on the thread "Giganta Swap" with some ideas.
I think some I used just hot glue. Others are sandwiched with a back to them...etc
When I did mine for Auntie's P swap a few months ago, I did the same thing. Hot glue and used a 1" round punch in black cs for some circles to put on the back of the paper clips to hide the blob of glue and all the ugliness.