I would cut some felt and cover the back of the hanging with it. Attach it with rubber cement which holds well, but can be peeled off later.
Do you seal them with any kind of a sealer/glaze made for Sculpey? I'm sure they make one. Just be sure the back of each one is well sealed and it should be all right. Is there an inconspicuous spot you could hang on for a test? Near the baseboard and behind the sofa maybe?
I'm sure that if you paint the part that will be touching yr walls with clear varnish (nail varnish?), that would provide a sealed surface on the back of the ornaments.
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