Whoever is using a Dyneema or Nylon sling cow's tail to attach himself to a belay anchor should see this video of drop tests by DMM. Long story short: Using Nylon slings could be dangerous (fall factor 2), using Dyneema slings is kind of suicidal (starting with fall factor 1)!
Even in a climbing book from 2006 I found no hint about this topic. The suggestion is just to take a sling for attaching.
The Syndicat Français des Entreprises de Travaux en Hauteur and the École Française de Spéléologie published another drop test protocol with more various types of attachements using different materials, knots, stitches and also prefabricated systems. Concluded, the test team suggests a dynamic rope with a Barrel Knot ("Half a Double Fisherman's Knot") for the carabiner end and a Figure-Eight Knot to connect the harness.
I also heard of somebody who adds an additional screamer (shock load limiter, used for ice climbing and via ferrata). Shure, you can heft uphill as much gear as you want but contrary to via ferrata where you maybe have to sustain fall factors above 3 you can just have 2 (maximum) attached with a cow's tail.
(Thanks for the hint Youri)