I might add, that instead of cardboard for the CPU pins, since paper can develop a minor static charge - if you have any of that pink anti-static foam like mobos are usually shipped on, then cut a square (or two) of that stuff out, and poke the CPU's pins through a layer or two (if necessarly), and maybe add another square on top of the CPU (to protect the delicate SMT components found there). IOW, DP had exactly the right idea, but I'm just suggesting using an anti-static material instead.
Similarly, you could wrap the DIMMs in a layer or two of that stuff, tape it, and then stick that into an anti-static bag, tape that up, and then wrap in bubble-wrap. But anti-static protection is key, most "ordinary" packing materials, like bubble-wrap, packing peanuts, and even cardboard, all build up a static charge on them. Not good for electronics.
Alternatively, if you have any of the anti-static plastic shells that retail CPUs or DIMMs come in, you could use those.