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the piece of romex is not a U.L. approved method for support,

UL only "lists" materials for use, "Approval" is up to the AHJ.
Other non-UL supports include Unistrut and clamps, staples, one and two hole straps, wood, angle iron.....well, you get the idea.
I agree with Electricmanscott. Limburger-stink-cheesy, but gets the job done.
Nothing that you'd teach someone to do.