Since the sheaths are smooth plastic, you can put some grip tape or a ranger band around the sheath first, which will provide a grippy surface to keep your cord in place after tightening. I tied a
long 4 bight TH knot, doubled using about 11 feet of paracord for the one shown. That knot can be made longer by making additional turns with the two bight turk's head that is tied first, so you can cover the length of the sheath if desired.
I'd recommend finding a scaveneged pen body or some other tubular sheath for the firesteel, and tie over that, since tying directly over the firesteel while snug and secure in place, does takes some wriggling to get it reinserted back under the paracord after use, so with a tight fitting sleeve it would still be secure and easier in & out.
Since most Moras aren't full tang,
x-ray example, it's safe to drill a hole near the end of the grip. You can hold a magnet up to the handle to find where the tang ends to be sure. I think the tang on the Robust stops under 3/4 of the way from the blade...