I use the soft cotton halter sold in my local agri merchants for use on sheep and calves, yes, just like a pony halter.
Then tie it to a fence or similar, and if you are on your own and need it pinned more than by your knee in behind its shoulder, or this isn't practical for what you're doing, then strap a hurdle along its body to stop it swinging about.
A headgate setup would be more ideal, but the halter-and-knee-or-hurdle works ok.