If you have some kind of a dollar store in your area,
they sell decorated cellophane baggies in a package of
10 or 12, and you could wrap your little gift in colored
tissue to make a color on the baggie and tie with yarn
or raffia or ribbon, etc.

Walmart sells the tiny red Christmas stockings which can be personalized with a paint pen or fabric paint. I bought the stockings to put gift cards/certificates in. They have little hanging loops also, so they can be hung on a tree.

Go to computer crafts and try one of the box making sites.

How about using small water bottles? I'm sure you could collect a few at work, seems everyone drinks water these days. Use holiday shred and a label with their name on it.

here's a site with some templates for small items.

Here is a link that might be useful: pccreateit.com

I really like the idea of the tiny red Christmas stockings. To make sure that you don't lose them though, I would also put them in a small gift box or bag, unless they for sure will be kept upright.