A while back, I got a cheap caliper from harbor freight, and after a while, there was a little piece of foam that came undone from the rest. It is at the bottom right of the caliper place, like there was a placeholder there or something, and since Ive been using it to design hotend parts and such, I designed this.

Just print it out and slip it into the spot where that little shape of foam isnt really attached in that well, or might be missing by now if youve had the calipers for a while. There is the files for freecad so that you can make any size or shapes that you need for your holders. You can also extrude the piece upwards so there's a lip and design a lid using the same design also, but everything holds fine for me, so I dont really bother with it.