I used those tiny little "micro" sized screws available at hobby shops that cater to trains. They are like the little screws that hold eyeglasses together. The heads are so tiny, they look kinda scale-like an a big plane. Also, no messy glue to deal with...very clean installation...and also it enables you to remove the canopy at any time and replace it quickly and easily. Be advised that these tiny screws are expensive. My LHS gets $2 for a bag of 5 screws! But what's your option...they dont sell these tiny things at Home Depot. As was mentioned earlier, be sure to get them into hard wood...soft balsa will wear away with normal vibration....and use a lot of them to be strong and look scale.
P.S. I drilled pilot holes for the screws with a number 59 drill bit in a dremel tool....very fast and easy.