Gridfinity block (1x2, non-stackable) for holding step drill bits. Block height is 3 units.

Default setup holds 6 drill bits. Shank diameters have 0.30 mm tolerance added to them.

• 1 large (outer ø 32-36 mm, shank 10.3 mm)
• 2 medium (outer ø 20-24 mm, shank 8.30 mm)
• 2 small (outer ø 12-16 mm, shank 6.30 mm)
• 1 extra for countersink drill bit (outer ø 12.50 - 16.50 mm, shank 8.30 mm)

If this setup doesn't perfectly fit your needs, you can change the parameters in Fusion 360 (the first file in list). My drill bits are from Parkside.

There are standard magnet slots on bottom. Tray for me is stable enough that I don't bother using them myself. 

Easy to print. No supports needed. I used PLA, 0.4mm nozzle, 0.2mm layer height, 2 wall loops.