If you look at the door molding (not the shelf but the actual white interior door panel) you'll see an indentation where it looks like something should/could be attached. Dometic sells "MAGIC FINGERS" to fit those moldings. They are "standard equipment" on the more expensive Dometic refrigerators and, like ice cube trays and the second shelf, are omitted as a cost cutting measure on the less expensive models. You can find them at most Dometic dealerships, RV parts departments and online. Here is one source:
http://www.dyersonline.com/dometic-magic-fingers.html
If your particular refrigerator does not have the moldings in the door interior panel, then the magic fingers won't fit. In that situation, possibly a piece of closed cell foam, cut to squeeze behind the bottles will hold them in place.