For those who are faced with the styrofoam-peanuts-or-nothing packing
dilemma, some of their most negative properties can be alleviated through
bunching them in poly (plastic) bags.  This creates a little pillow, which
will not abrade surfaces or allow migration of light objects to the bottom
of the box.  It does, unfortunately, remove the benefits obtained by the
relatively secure fit of the interlocking pieces, so you should leave room
in the bag for the pieces to move a little and not pack them in too tightly.

Janice Klein
The Field Museum