I've never tried it, but the 'dog bag' has straps on which you loop the seat belt through, and then you can use these "footwell fillers" (bottom link on this page
http://www.roofbox.co.uk/scripts/rbvehsel4.php?query=ERDBM-MPP1&emulate=accgen )
to build up your footwell to keep the dog bag in place - depending on the size of your back seats, and the size of dog bag you have -
'Dog bag' say that the medium, small and extra small ones can be used easily on the back seats, and it's really up to you if you want to use the footwell fillers, depends how much over hang you have.
We've only ever had it in the boot of an estate or a land rover though so we've never had to do it, plus cos ours has 2 dogs in I'm happier with it in the boot

Edited to add that RoofBox co have some dogs bags in their Bargain bin ->
http://www.roofbox.co.uk/scripts/binGen.php?query=DOGBAG&type=summ