Funny, when I read the title I thought it was some mental trick that involved holding a pen. The actual idea of 'holding pens' is a good one. However, only if the contents get sorted, otherwise they will just fill up with clutter. I know people for whom this idea would lead to excuse to not put things away, they'd just put them in the holding pen and do it later. Later never comes.
I try to stare hard at the thing I wish to put down for at least a count of two. That usually brings me "into the moment" and I put it where it belongs. I don't always remember to do it, but it works when I do.
The worst for me are my clip on sunglasses. I take them off when going inside and don't wish them in my pants pocket where they will get broken. Consequently, I tend to set them down "wherever" and lose track of them. Particularly when conditions change, e.g. dusk, when I go back out and they are no longer needed. Shirt pockets would resolve that issue, but I'm not going to change my my entire wardrobe to resolve this issue.