As long as they are not restricted use tickets, you can probably put them on the room key. However, we have used the Armed Forces salute tickets the past couple trips, and have been told that we could NOT attach them to room keys. Probably because they specify on them that they are the military tickets, and if they wanted to ask for I.D., they could.
Really, though, if you are saving money, it's really not that huge a deal to carry the tickets in addition to the room keys.
INTERCOT Staff: Disneyland Resort-California, The Water Cooler
Disney Dream/Wilderness Lodge-Aug 2013