No, I just put everything in a zip lock bag as I know the boxes will get beat up in shipping. Also, I do not overpack the bags, but everything fits comfortably, bags are cheap. I also add a little packing material around the bags. Can't say that I have had any parts lost. Even the small lock washers do fine and are returned nicely plated.
Only issue I ever had was a few leaky parts that dripped onto the batch and stained some of the plating on return shipping. (Smog check valve and distributor vacuum chamber are examples of parts that need to be plugged)