To keep the tumbling shot from getting caught in your jewelery or to tumble loose jump rings, tie up the jewelry or rings in a tubular section of nylon cut from an old pair of panty hose. Also a great way to "recycle" the good leg when you get a run.

A great tip I recently read posted by mizgeorge at BeadBuddies.UK under "rock tumbler": Tie loose jump rings together with elastic binding while tumbling to save yourself from sorting.
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