Forget the chalk bag. The sock rules
FYI: I'm a beginner. However, when I first went to buy chalk I purchased a chalk bag right off the bat. Everybody had one, etc. Then, almost as an afterthought, I got the refillable chalk-sock too. I now don't even think about the bag; the sock is where it's at. I can use it to powder up nice and good in the beginning, and while I'm climbing it only takes a second to grab it and keep climbing. I don't have to search for the bag opening, dig my hand in, etc.; just fondle it (it's the only word to describe my technique fully) and keep rolling. I suggest hanging the sock off your harness and forgetting about the bag entirely- that's how I roll.