I'm sorry I actually posted an answer earlier but it must not (obviously) have posted...
So I took some stick pins I use in jewlery making added a cl;ear pink leaf to the eye end of it, gathered the valance and stuck the pin through it and added a cap to keep it from coning loose.
But, I had a couple of other ideas you might like too! I thought about making to round button holes at the place the gathering would stop and using some fancy ribbon to wrap around the gathered part then run it from the back to front through the holes and make a pretty bow to hold the gathers. Or I saw on HGTV where they just used heavy thread to gather the curtains and then knotted the thread when they reached the desired gather. And they didn't do this but a nice wooden button or some other embellishment tied to the thread might be neat!