I thought I'd use some gutted orange paracord for the knot work at first, but the small size of the cap didn't really have enough room, so the 3/32" tether cord worked out alright, with the bights just barely coming up over the edge of the cap, but still letting the lantern collapse down for flashlight mode.
A friend sent me a knot book that's been on my wish list for a long time, 'Introduction to Turk's-Head Knots' by Tom Hall, and a couple of paracord lanyards that he tied for me. Thanks, Gary!
And after posting the pic of the book Gary sent me, the JigProShop sent me 'Turk's-Head Workbook' by Tom Hall, a companion book to the first volume. Thanks, Russell!