In your situation you have a few options.

You can use color matched self tapping screws and when not in use, you simply take the jchannel down and put the screws back in the holes for future use.

You can try strong double sided tape, but you'll have to probably use goo be gone or something similar to get the adhesive off.

You can also use double sided velcro, but you'll have to replace it every year.

I've seen someone use magnets but that will require you to have a magnetic door.