Build them into a solid housing with high quality connectors. Be careful not to expose them to too much heat while soldering as to avoid any risk of altering the resistance value. If you do not already own one, go buy a hemostat forceps. Great tool to keep heat away from your components.
Calibration standards: ResistanceYet another one of the dirt cheap calibration standards that should be available in any hobby electronics workshop.
How to build one
Next time that you order supplies from your favorite electronic parts retailer, look up their catalog for the lowest tolerance resistors they offer. Order a 1K and a 10K resistor of that type (probably 0.1% tolerance), they would normally sell for a couple of cents more than a regular tolerance part.
What can you do with it?
First and foremost, you can validate the accuracy of your multimeters resistance range.
In combination with the DC voltage calibration source, you can use the precision resistors to validate the accuracy of the DC current range of your multimeter.
When connected to the DC source in series, the resistors would yield a 1mA current (10K) and a 10mA current (1K).
Accuracy of multiple chained components
If you chain multiple components (like the voltage source and the resistors), it is important to understand the effect this has on the achievable accuracy.
For our DC source we know that it comes with a 0.05% accuracy. In other words, the real voltage to be produced will be between 9.995 and 10.005 Volt.
Once we add the 0.1% 1K resistor (which will be between 999 and 1001 Ohm), both errors might have in worst case added up and the current will only be accurate to 0.15% (9.985 to 10.015 mA)
In reality though, most component values will be distributed like a gaussian bell curve and so in a statistical average will offset each other.
One more effect to keep an eye on is the added resistance through measurement leads. This does not have so much of an effect on the DC voltage calibration as the interior resistance of your multimeters DC range will be fairly high. In the current range, the additional resistance (probably one to a few ohm) will certainly have an effect on the achievable accuracy.