I use the Victorinox bit holder that come with the ratchet. I really like its slim profile and that it holds the ratchet. 10 bits (+1 in the ratchet) handles most of what I need.
I have considered trying to 3D print an even slimmer version with one side open (so only held by 5 out of six sides). Should allow for an easier way to pull bits out with a nail and look professional with bits that have the size written on them.

Another option: get some shrinking tube, maybe 2cm wide.

Insert the tube in itself, to get a double "wall".

Cut along the side, insert bits at the interval you want.

Use heat to mold the shrink tube. Trim any excess. You can leave a tab at the end to pull it out of the pocket or inser a key ring.