I hang stuff on the door of my smaller safe too. It just seems like a shame to waste the real estate.
I tried the Velcro holsters. They work and don't rust stuff up if the safe is dry, but.... typically the interior material on the door is only secured at the sides and top, so when you hang a larger pistol in the holster, it sags pretty bad. Now I use those to hang thigs inside between the shelves, but not on the door.
Then I tried the racks, and didn't like the way things flopped and rattled around, (I bought the cheapo model, and that could be the problem...) they also stuck out a good ways, which caused interference problems with the shelving inside.
Then I found this deal from Liberty Safe...
http://www.thehighroad.org/attachment.php?attachmentid=122352&stc=1&d=1275781116p
It screws to the metal in the safe door through the fire wall at the top edge, which suspends a rod keeping the whole deal from sagging in the middle, and it velcro's to the door at the bottom to keep it from swinging around. It seems to be holding up well. It was only $89 too, which I did't think was bad... It comes in a handful of different sizes and configurations too, and I got real fast delivery time.