Great suggestion, Adam....I'm not sure how you tethered it to your horn, but you can punch out the primer and put in an eye screw and a little epoxy and that will make a convenient 'hole' to attach to a leather thong.
  I made a couple of powder measures out of some old deer antlers....drilled them out and then filed away at the edges until it held the amount of powder I wanted.  Then drilled a small hole in the other end for a leather thong to tie to my powder horn/possibles bag.  Next, I filed a flat spot on the horn, then engraved the charge on it, and covered it with India ink.  
  Currently working on some wooden shot measures (amongst other things).