Cone pack
Perfectly good cone holders, also called cone packs, are available from pottery suppliers. This is the one made by Orton, costing about £2.
Single use cone holders can also be made from suitable clay, such as those made by Don Hall, as shown on https://www.youtube.com/watch?v=NbeD0cmuwqI and Florian Gadsby, as shown on https://www.youtube.com/watch?v=j33kFO7VVn4.
However, I can't resist a challenge, so I decided to have a go at making some reusable cone packs myself. This is a summary of the process I followed to do that.

Simply copying the Orton design would be a breach of copyright, so the first step was to design my own cone pack.
[Design]
My design parameters were to be able to produce cone packs which are:
-
able to hold 3 x Orton Standard sized cones at the correct angle and orientation;
-
reusable (save where the cone fuses onto the cone pack);
-
easy to make;
-
sufficiently strong to resist breaking in the 'greenware' stage;
-
able to retain their structural integrity at up to Cone 6 temperatures;
-
significantly cheapedr than commerically available cone packs.
[Clay versions]