I fashioned this to hold a peg mounted desk lamp. It fits over my desk snugly and the lamp simply drops in to the hole.

It doesn't play nicely with the lamp moving to the side because that puts force pulling the layers apart, but it works for now, and I might come revisit it later.

Rhino and STL files are included. You may want to adjust the sizing if it doesn't fit your desk/lamp. My desk is about 27mm thick, and the peg mount for the lamp had a diameter of 13mm, so those are the relevant dimensions in this case.

Print it out, slide it over your desk, drop the lamp in to it.