that clip should be spring wire of some sort. One could be made from some small diameter music wire (hobby shop) or the wire in a ladies "bobby pin" (remember bobby pins?) would be about the correct diameter, I’m thinking
I’ve also made them out of paper clips. There isn’t a whole lot of tension needed on those clips and a properly bent paper clip will still have a little tension to it. Bend one up with a pair of fine nose needle nose and give it a try.