I use a pair of cheap and light runners (you know, like the dunlop with stiff plastic sole and the half-dome toe cover) for the approach walk, then when I put on my climbing boots, I squash them together, a strong rubber band to keep them squashed and together (so they occupy minimal space), and clip them on my one of harness loops. Even when I do chimneys the bulk and weight are minimal. Much easier if the shoes have the hook at the back to clip a biner into them.
Cheers
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