I've got the 10pc diamond needle file set from Harbor Freight, and it comes in a cheap little plastic holder which works, but isn't great. I decided to get a little fancy and print up a holder, and then got even fancier and designed it to work like a "lazy susan" and turn.
All you really need is the top piece, but if you want to have the turning "lazy susan" design, print out the fixing screw and the base, and find 1/4" balls. I used airsoft BBs as I've got a bunch on hand already, but you could use steel ball bearings if you wanted. I've also got small cutouts for rubber feet of about 1/2" (12.7mm) so it's easy to locate them evenly around the edge. Why? I happened to have three spares on hand and thought it'd be good to not have it sliding around my desk.
Since the design is parametric, it's easy to change the size of the bearings, so I also created a version designed for use with 0.177" (4.5mm) steel BBs, if you happen to have those on hand.
I've also added provision for a Inexacto hobby knife but it'll also work with a larger Xacto handle (or, for that matter, a smaller one) or a Sharpie or most anything. I love the Inexacto design and have probably printed 10 or so at this point.
Things in the last photo:
ABS likes to warp, and in my first print (given to a coworker) the outer edge of the top pulled up and although it worked, it didn't look as good, so I reprinted with a brim which prevented the warping/pull-up. Other than that, there shouldn't be anything fancy about the print, and I didn't need supports. Everything should import in the right orientation for printing as well.