I use a Mr. Nozzle 1-3/8" ID x 1-1/2" OD Hose Adapter. Bought mine at Mcfeelys. Also good for hooking the CT22 up to a few other things, such as my miter saw before I had a Down Drafter.
I recently used a piece of duct tape and it worked great. But the Mr Nozzle adapter sounds better.
I have been using the Kreg without a vac thinking - it's only a few holes and since I don't use it all that much then why bother ? and that little plastic thingy prolly won't help much anyway. Well this time I had a good size Kreg project and got set up with the CT22 and cordless drill. Wow - Drilling the holes went much much faster and cleaner. I kept preparing to blow out the chips that were never there and had a fresh spare drill battery at the ready anticipating the drill straining to plow out the chips, but it was all over and done with nothing to clean up. ( I really should read the directions more often.. naaaa. :)
I have two of Fein hose adapters that connect to a variety of tools including my Rotozip (with dust shroud) and my Makita Belt Sander.
Here's the Fein adaptor on Amazon for $4.19 each. I've seen them for as high as $15. I got mine at Woodcraft for $6-$8 (I can't remember the exact price.)