I utilize 3 methods to see which is best.

1. The Taming Pit: my first containment system of a large/deep pit with a ramp closed off with a stone wall. I built the ramp after taming them. I aggro'd them and ran up to the pit, harpooned it, then dragged it down into the pit for taming. I did that twice to start all of my future stock.

2. The Stone Enclosure: 2nd pen of large stone segment wall of ~ 9x12 floor units.

3. The Open Range: just outside the Stone Enclosure, a Lox escaped and I left it. I pushed out a mate and they've been reproducing in a Meadow pasture ever since.

all 3 work fine, however
the pit needed a lot of pickaxe work in the dangerous Plains biome to create

the stone enclosure needs periodic repairs due to Lox seemingly sticking their heads thru attempting to leave??

the open pasture allows them to run away[as calves] from enemies and become 'lost' away from feeding area, just as wolves do but not a bad...