not very often, but I have one.......usually I wear underwear with the onesie and so would be clipped on that, but if I didn't I actually just clip it on my neck chain...
I wear my leggings underneath the onesie and clip my pump to my leggings, and if anyone is wondering I just wear my PJs in bed (with pump clipped to PJs). I will not sleep with my onesie mostly because I am 5 foot tall and it's a bit big for me and knowing me, I'll wake up at 3AM, trip over the onesie and knock myself out.
I did that a few years ago whilst sleep walking and that was long before onesies were invented.