Step 2: Choose your weapon!
1) The oldschool fixed-blade knife. These used to be everywhere, so you've probably got one laying around. Do you ever use it anymore? No you don't. You try to go anywhere with it and you're pretty much guaranteed to poke yourself at least once. You use your retractable blade knife for everything, and this just lies there in the bottom of your toolbox. Forgotten and unloved. :_(
If you're only using your marking knife around the shop, why not breathe some life into this old utility knife by swapping out the blade and turning it into a marking knife?
2) The new pocket knife style blades. These are great! (Just maybe not for this purpose.) They fold up so convenient and the blade can be swapped out with the touch of the button. They do have a couple of drawbacks for this project however: First, there is no place to store extra blades like the other knives. Second, you can't even use an ambidextrous grind on the blade because the back would still be able to cut you when folded.
3) The "slide-switch" style utility knife. This is probably your best bet for something portable. Though it doesn't fold as small as #2 above, it does completely shield the blade when closed and it also has storage for your extras in the handle.
(I was going to take a picture of this too, but I couldn't find where I left it. I'll update this when it is rediscovered.)
Finally, what if you don't have a utility knife at all? (Frankly, I find that a little hard to believe, but...) Well, if you have access to a 3D printer, you can just print one out!