Not sure how large your bed is, I have a queen, but maybe something like this?
Amazon.com: Mudder Kids Play Tent Playpen Ball Pit Pool with Red Zippered Storage Bag for Toddlers, Pets (Balls not Included): Toys & Games. I wouldn't use it without supervision of course, but It's about 3ft in diameter, though you could adjust it to fit the size of the space you need. I like the /idea/ of a harness, but I'm also worried about the safety of one, (though now that you say he's named after a Ninja I'm picturing him using it to repel down the side of the bed and go cave exploring under the bed that way.) The nice thing is it twists up and stores real easy. and when folded is about eight inches in diameter and less than half an inch wide.