We usually don't hang lights from the awning simply because we don't leave the awning deployed while we are away or over night (due to unexpected gusts, etc...it only takes once)...and lights make it slower to retract....
BUT when we do, we use some clear plastic clips we got at Vintage Trailer Supplies Awning Clips
They do a nice job, they are inobtrusive and you can leave them on the lights...they alsio can be use to clip light to other places on your trailer, like on the edge of the rock guard panels (which is where us usually hang our flamingos)... I htink yo might be able to get these at Camping World or other RV supply houses. have fun with your lights!