Ok, sounds like that metal clip might be some kind of locking mechanism, since it is under pressure. I took a look at the area that the turn signal housing goes into (which I am still waiting for in the mail) and it looks like you are right about it locking in, since there appears to be a very small lip that might act as a restraint.
I feel like it is a silly thing to be asking, but I really don't want to lose another light on the highway! The way I had it set up before obviously had some flaws
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Dan
2005 E320 CDI - 246k
1987 300SDL TD05-16g, Herlevi pump, Elbe manifold, 2.47 LSD - 213k
Past: 1987 300D - 264k