I've had the same type of issue with pocket clips and stopped using them years ago when I lost a favorie Jess Horn Spyderco.
I usually use a carabiner attached to a belt loop and the SAK. Works like a charm. But I have a thing for carabiners and I don't like sheaths generally.
That's one of the things that puts me off danglers and pocket clip-type attachments in general (my other major objection being the way a pocket clip cries "knife"). I don't do sheaths anymore either as they have this nasty habbit of getting in the way on the most awkward of moments. The method that works best for me is an Urban Wallet-type of carry (I used to use the coin pocket as well, till I almost lost a sak when it jumped out of it as I was running down a hill). That said, have you tried clipping the dangler on your coin pocket so that the clip is on the inside? Perhaps that will stop it from catching on things.