In the dollar stores / thrift shops, you can often find the thin 1/16" polypropylene cutting sheets that can be rolled up:

Using a hair dryer you should be able to heat it enough to fold it, then sew it with a heavy needle and floss.
Add tape if required.
Reheat the plastic to conform to the knife profile.
Cut a couple of slots for a belt loop, then thread it onto your belt.

If the white plastic offends you then wrap everything in cardboard or tape (cammo tape?)