This is a bobbin holder I designed for my mom, who had a commercial solution that wasn't doing it for her.  This design retains the bobbins, while adding a slot to retain the thread.  

I've uploaded the 21 and 27mm examples, but other sizes can be accommodated via the included Fusion model.  Under-sizing the diameter by a millimeter makes for nicer retention.  Printing this in TPU is almost certainly a must.  I haven't tried other materials since I targeted the flexibility of TPU.  

The slot may be difficult for some printers/filaments, but generally I've been able to cut through any unintentional bridging with the thread itself.