I bought some fine diamond saw wire and wanted a better thing to keep it in than the plastic zip bag it came in. I started with Oneira3D's "Threaded can" and basically chopped it down to just the threads and the ends. Because the wire is springy I added a beveled edge around the inside of the male threads so the wire wouldn't pop out, but cut an opening in the edge so it could be fished out with a finger.
It ended up that it doesn't need to be as thick as it is. It could do with shaving about a millimeter off both the top and the bottom.