I made one the other night, and my leo got around fine. I took a piece of paper towel, about 2 in x 4 in, folded it in half longways, and cut slightly over-sized leg holes in it. I put him through and then threaded a very thin ribbon through the leg holes (over his back) and tied it.
He didn't like being put in the harness, but once it was on he didn't seem to notice it was there at all. He just walked around and acted as he normally would.