I bought a pack of off-brand E3D nozzles and was about to throw out the plastic case they came in when I realized it would work to store them too. This insert fits into the plastic case and the nozzles drop into the holes (there are no threads). The lid closes over them and they are protected from dirt & dust.

Perhaps shrink the model by 1-2% to get it to fit well in the case. There should be enough space for the nozzles notwithstanding.