Lee Valley makes a magnetic holder for short plane/spokeshave blades.

Reviews of the LV Small Blade Holder:
http://lumberjocks.com/topics/56220
http://ollypj.com/tag/small-blade-holder/
Problems included too much blade projection and difficulty clamping the holder in sharpening jigs -even Veritas'.
I noticed that several of the Lumberjocks participants faulted the main Veritas jig-not the SmallBlade Holder- for not holding the blade (full-size plane blade or chisel) securely. That was the reason that I sold my Veritas jig.