Really small seeds always manage to wriggle out of the paper "coin envelopes." There are always small crevices where the envelope isn't glued sufficiently, especially near the corners. I usually fold the tiny seeds into some sort of paper and then put that into a plastic baggie. This year I used tissue paper and a simple folding method. However, after seeds were sent in for this swap, I later noticed some escapees inside the plastic baggie in similar packs of seeds so I'm changing methods. I think enough seeds should have stayed inside the tissue that it should be okay but I want them ALL to stay put! Tiny seeds put inside a glassine envelope and then placed inside a plastic baggie is a good method. I've also used waxed paper folded in a particular way (origami) that seals itself and then put that inside the plastic baggie. Some people use pieces of aluminum foil and place that inside a baggie. You also want to avoid the seeds having direct contact with tape because they will adhere and be nearly impossible to remove. It's worse than static electricity. I haven't found the perfect solution that is effective, cheap and easy (not too fiddly) yet, but I keep trying new methods hoping to find the perfect balance.
Also, the little plastic baggies can be purchased 100 for $1 in Walmart's craft section, and likely even cheaper on large quantities at Amazon.