My band PM had suggested laying on one top of the other and rolling them. If store in this manner, the roll usually lived in the small duffel bag that was my band "kit" bag; I tended to keep all of my band stuff together in there so I always knew where suspenders/hose/balmoral/tie/etc. were.

But frankly, since I don't really have multiple pairs, my dance hose and sometimes my band hose hang over the top of the kilt hanger with the appropriate kilt. This could, of course, be done with a couple pairs as well.