When prototyping things, I like to use the cables with dupont connectors to join up Arduinos and other bits and pieces. I made these to hold 4 to 7 dupont connectors together in a little bundle.

You'll need a well dialled in printer to print these. I printed them in ABS as they need a little bit of flex to work well. The gap between the latch sides is 0.2mm. The 4 connector piece may also be pretty tight as there's not much space for flexing the sides.

Updated to include dupont connectors in 2 rows.