Attach item to enemy?

[DRedshot]

Well you could create a scenario where player sees item, monster walks in front of item, item dissappears, monster walks away and the player gets a momento telling him to get it back.
As for attaching objects to the enemy: You cannot attach entities, but you can attach billboards. It wont look great, but the insanity effect of looking at the monster might help improve it.
Remember, due to the insanity effect, the player probably wouldn't notice tiny details like keys in a grunt's hand. It might be better just to script the item disappearing from the table when the grunt is blocking the player view.