My AK doesn't stay open on the last round, but....
I did modify my safety to manually hold the bolt open for inspection / fixing feeding malfunctions (although it hasn't yet).
With my Dremel Moto-tool, I cut a shallow square into the top edge of the safety, so when the bolt is pulled fully rearward, the safety can be snapped up to "hook" the bolt handle. After loading a magazine, a simple downward flick of the safety chambers the first round.
If you do this, be careful not to cut away too much and weaken the part, but cut enough to fully hold the bolt open. The cut shouldn't be a perfect square, but the front-most cut should be slightly angled back to firmly hold the bolt. I recommend removing this part before doing this, so metal dust doesn't foul the internals of your AK.
This description would be much simpler if my digi-cam was working...