You'll probably get dozens of different answers on how to attach your pans
and all of them will be good.  What I do is drill small holes in the rim of
the pans at the corners.
 
I then use either pipe cleaners or preferably gardening tie-up wire to
attach the box to the cage.  I have never had a problem with this method
and have been using it for 5 yrs.
 
Also, to save a little money and get a slightly larger box, I try to find
solid walled storage bins at the hardware store etc.  They work very well.
 
Good luck!
[Posted in FML issue 3158]