I tried the Madox filament clip and it fit a bit loose on my spools. Not horrible, but I decided to make one that was a bit tighter and shorter so that it could also easily fit on a nearly full spool. I drew the clip from scratch using the elements of the Madox version. For me, these work perfectly. They fit on smooth walled spools as well as spools with cutouts. I also added a small chamfer around the hole so almost no cleanup is required.
UPDATE: You would not think a little filament clip would require an update. But after some use it seemed a little raised lip would help in the removal. So I made version 2.