I bought a step drill set on sale at Harbor Freight. It did not include a protective pouch, so I made this box.

The fit between top and bottom is designed with zero-clearance, so it's very tight. Work them back and forth, or use some sandpaper or a file, until the fit is a snug, sliding fit.

The fattest drill is 3/4 inch maximum, and the other two are 1/2 inch. Item #91616 or search Harbor Freight step drills.

The set required 40 grams ABS and about 100 minutes. 0.3mm Z with a raft. Metric versions provided.