Special thanks to kameya for sharing his build, I've gotten a lot of use out of it.
I did have a few issues I wanted to fix, the caps refused to stay on and I was afraid of pushing them too hard, pushing the nozzle into the container. Also, I didn't want my filament between the container and my printer to be exposed to the humidity, and wanted a better way to prevent kinks in the filament as it traveled between the container to my printer.
All you'll need are the materials kameya suggested, some PC4-M6 Male Straight Pneumatic Connectors (I got mine from Amazon, Witbot) and some 2mm/4mm tubing.
There are 3 pieces, the 1st has threads on the inside and outside. Obviously, the inside is for the pneumatic connector, the outside for the cap. As kameya said, you don't really need the third piece, but it doesn't hurt.
I liked his idea of having a little cavity in the cap so it grabs onto the filament, preventing it from falling back into the box. I just didn't realize that when you screw my caps back on, it twists the bit of filament out of the cavity. No worries though, my caps are big enough you can kink the end of it, which imo works a little better. Just cut it off next time you want to use it.
If you want a copy of the design, pm me. I drew it up in Rhino3d, so I can export it to most any file type you like.
Keep layer at .1mm (.15mm?) if you want to print the threads well. I would test out printing some nuts and bolts first to see if your printer can handle printing threads. If you can control the size of the perimeter shells (like Simplify3d's Horizontal Size Compensation), bring it in a little, you don't want to twist the nozzle so much it breaks the glue bond.
The third piece I printed at .28mm layer height.
Follow Kameya's instructions for Filament Storage Box DIY http://www.thingiverse.com/thing:1372828, you can use his spool holders. I do advise you to score with a razor blade any areas you'll be hot-gluing, on the container and the parts.