I've made vactrols in various ways in the past - black electrical tape, heat shrink, other 3D printed enclosures. This is my latest attempt, to use with an NLC Dispersion Delay build (the design is directly inspired by the vactrols seen in photos in the NLC build docs). I like to sand off the end of the LED so it's flat and superglue it to the LDR, but I'm not sure this is really necessary.

There are other 3D printed vactrol enclosures out there (I've tried one or two), but most are bulker than this design, and this one comes with the OpenSCAD source so you can tweak the tolerances as required for your printer and parts.