There's a guy who posts in the 'In The Kitchen' section at Knifeforums named "Mad Rookie" who uses leather strops with his EdgePro and seems to be having lots of good luck with them.
Nosmo and maybe MeDoctor also have done it.
What I've done in the past (and I believe I stole the idea from Nosmo or MeDoctor - I promise I stole it from someone) is put double-sided foam mounting tape (it's foam with adhesive on both sides) on the 'tape blank' and put lapping film on the side that'd touch the blade. Also, I'd use a lower angle than whichever angle was used with the last non-giving stone (i.e. if finishing with a 600 grit stone at 18°, the foamy tape blank would be set at 15° or lower) because the aluminum 'blank' plus the foam would make for a higher angle than the EdgePro setting would suggest and because the 'give' of the foam would also make for a higher angle. End result would be more polish behind the bevel and the edge would be convexed an angle that was 'close enough' to the arbitrary angle already chose.
To keep a previously convex edge convex, a whole bunch of stone blanks (just the aluminum strip that holds the stone) with foam mounting tape and an array of sandpapers would work, but that'd be a whole lot of time, money, and mess to emulate tacking sandpaper onto a phone book, stropping on compound-loaded leather, and finishing by stropping on the glossy phonebook cover (phonebook and magazine cover stropping as popularized by Zeasor).
