In Kovetz Ohr Yisroel (Adar II 5763), pp. 239ff, several people suggested alternatives for names, such as Zelig, that don't appear in Tanach. These include:
Use a verse that has the letters of the name as the initial or final letters of successive words, whether in order or not. Thus, for example, the spelling זליג appears as successive ends of words in Job 22:26 (אז על ש-די תתענג), and the spelling זעליג appears as successive beginnings of words (out of order) in II Sam. 3:17 (עם זקני ישראל לאמר גם).
Use a verse that begins with the first letter of the name, and has all of the rest of its letters scattered (in order) throughout the verse. For Zelig, examples include Ex. 30:13 and Deut. 32:7.
R' Zelig Reuven Bengis of Jerusalem recommended using Ps. 112:4 (זרח בחשך אור לישרים חנון ורחום וצדיק), on the grounds that: (a) ג and ק sound similar and are interchangeable, (b) זעליק is in fact a recognized variant spelling of the name (as in lists of names for gittin), and (c) the Hebrew word חנון has the same meaning as the Yiddish זעליג. Presumably, then, a similar idea could be used for other "difficult" names.