Hi @gray_b. I use anti-static or static dissipative foam for this purpose.
Boards often ship with this foam, so I have always just been able to get by with the accumulation from that source. But you can definitely buy sheets of it if you don't already have any on hand.
As for the situation with the board you received, you can contact the seller about it. It is actually a bit surprising that they didn't use the foam, as I have found that it is usually used even in the orders of the most suspiciously cheap boards purchased from random Chinese sellers on the online marketplaces.