If for some reason, you use the same stuff as me, and just stuff it in your bag so you spend hours searching for it, here is a device that keeps it all together!
Fits the Rotring 800 (.5 / .7mm with retractable tip)and a side of Uni Nano dia leads
Might fit others but I do not know. It holds both pieces with a friction (labyrinth style) fit.
Obviously it doesn't come with the pencil or lead in the picture, its literally just a STL of the black part in the pic.