I take a small plastic pill bottle, punch a hole in the lid, fasten the magnet to one end of a small brass rod, and let the other end go thru the hole in the lid. I then bend an "L" in the top of the rod. I can now pick up the filings or any other steel, letting it stick to the bottom of the pill bottle. To eject the steel, hold the bottle in one hand and pull up on the top of the brass rod with the other hand.
It works great and costs nothing if you have a magnet from a hard drive or some other source. They also sell new ones on eBay.