The metal door vendor sold you a door with a glass window and had no suggestions on covering an exterior door glass panel for privacy? Something is not quite right here IMHO.
Bompa has a good suggestion using the double sided tape. The tape I like to use for this type of application is the 3M tape made for exterior signs/address numbers. The removable backing is red to help ID it for you.
Remember, if the door is painted (latex?) all bets are off for the blinds to stay stuck.
Could you have gotten one of the doors that have the blinds sandwiched between the two glass panes?
ZIPPER 78212... Did you ever notice: The Roman Numerals for forty (40) are XL