The regular size Altoids tin can be used to carry your tiny one, plus a sponge, additional color half-pans, travel brushes and bottle caps for water.
Peel and stick magnetic strips can be used to make sure the contents don't shift around as you paint or carry the tin in your pocket.
If you prefer, you can mold palette wells out of Sculpey or Fimo. This tin would hold 8-10 colors.
The whole idea is to be as inconspicuous, portable and compact as possible while taking advantage of incidental sketching opportunities.