The lathe came with a set of 8 collets, from 1/16" to 1/2" in 1/16" steps. They came wrapped individually in little plastic tubes, well protected but impractical to use. I had this little wooden box laying around that proved perfect for holding the set for easy access.

The box came with the partition in the middle, I designed some 3d printed inserts in FreeCAD (fcstd in the project files)

They are just held by friction, some cushioning foam on the top ensures they don't rattle around.