Sfury - In know of no way to be attached 100% of the time, vut one can come very close ! The only time I am not secure 100% of the time is the very first time I set up a ladder stand or the ladder I use to reach a "lock-on". I do not use screw-in steps.
When setting up a ladeer or l;ock-on, I set a safety line ASAP and then attach my harness lanyard to this rope with a self clinching knot (as mentioned by SecondChance). As for using a climber ... as soon as I step onto the stand's "foot platform", I wrap my harness lanyard around the tree and it does not come off until am back down again. May cost me 2-3 minutes setting up and coming dback own but I certainly don't mind !!