When I took my 4060s with me to Spain I found a small, plastic art supply case that was just large enough to carry the mics, connectors, some blu tack, and a couple additional mounts. There are moveable dividers in the case, so just a few tissues keeps everything from rattling around. I do like EMV's idea of pen caps for the microdot connectors though.
We keep the whole set with accessories in the original DPA-case, but this might not be practical on the road.
For small connectors or other protruding fragile electronic things I have successfully used plastic bottle caps or ballpoint pen caps. Finding a cap with a tight fit is best, if not, you need a little tape or a rubber band to keep it on your item.