You're talking about the metal piece that brings the two sides of the loop together, I think. That's called a crimp.
The problem with lanyard crimps is that it takes some special tools to make them look nice. You can get by with just a crimping tool and some elbow grease, but it will look funky. If you know how to wrap wire, you can much more easily fabricate a better-looking crimp. Just wrap the wire around the part of the lanyard you would put the crimp on, make sure the
coils are tight, and press it together tightly with a pair of flat pliers or a crimping tool. Clip and file the ends for safety.