I have an iPad Air, using a Logitech Combo Touch. This is a wonderful case with a detachable keyboard. However, while it leaves the docking area open for the Apple Pencil, it has no retention - not good for something that's over $100 to replace. 

I created this clip for that reason. I mounted it to the case with 30-lbs mounting tape. It's never let go of my Pencil under normal use (well, yes, there WAS the one time that I put my iPad on my car roof and forgot. When it flew off at about 45 mph, the Pencil did indeed come off, but that wasn't the primary issue, aside from me being absent-minded. X-D ).

I printed it in Inland Silk PLA, though any plastic should work fine.