The question of housings for RF probes came up recently on both the Heathkit Yahoo list and the Antique Radio Forum's test equipment forum. Here's a couple of approaches that I've tried.
The classic method is to use an aluminum cigar tube. I'd been saving these for forty years before finally putting one to use. I scarfed them off my dad, though he didn't smoke cigars so I've no idea how he came by them. He probably scarfed them off a buddy and saved them to make RF probes :-)
This probe is a RF probe for my IM-11 VTVM, using the circuit that's been in the ARRL Handbook for umpty-ump years.
I use a vinyl grommet where the coax enters the tube.
The probe tip is mounted in the plastic cap.
I use H. H. Smith model 200 insulated phone tip plugs as the tips for my homebrew probes.
For cigar tubes, I mount them using the plastic handle of the plug as a nut.
For another approach, I use K & S brass tubing from my local model railroad hobby shop. This probe is for my Knight signal tracer, so it's switchable between a straight-through probe and a demodulating RF probe using a subminiature slide switch mounted on the side of the probe housing.
I used a female BNC connector rather than hard-wiring coax to the probe.
Again, I used a H. H. Smith model 200 insulated phone tip plug as the tip for the probe.
You could mount the probe tip plug and the BNC jack using styrene or ABS tubing from the hobby shop to shim down the diameter of the brass tube, but I elected to fabricate the ends from telescoping sections of brass tubing soldered together. If I had a lathe, I'd have turned them from brass stock; it would be cheaper and easier.
I glued the tip plug in using Walther's Goo. I tapped the other end-piece to match the threads on the BNC jack.
And that's it.