Let me clarify something here...
"Impromptu" in the real world means that you need "nothing" special, you can just do it.
"Impromptu" in the magic world typically means that if you are at the ready, what you use allows the demonstration to APPEAR TO BE improvisational and clean.
Everything I've read and seen on this trick relates straight back to a $50.00 ripp-off piece that was being pawned a few years back which used a special kind of document clip and a shoe that's been adapted for a modified version of the Balducci or, you can likewise cheat in another couple of ways via the use of a nearby shopping bag or chair.
Look up an old Boy Scouts handbook from the early 1970s and study the vanishing leg routine outlined there for the Magic Merit Badge, combine that with what I've said here and I'll bet you'll be able to not only do the tirck but kick yourself in the head at the same time for arguing with an old dog that knows most of the tricks.
