The XDA Developers forum posted a video of Samsung's return kit on Tuesday. It included not only the fireproof packaging (made out of ceramic fiber paper) and gloves, but precise instructions on how to handle the Galaxy Note 7 safely. You can find the video and instructions on Samsung's page on the Galaxy Note 7 return FAQ under No. 7.
Samsung also reiterated the Galaxy Note 7 should not be mailed back by air, including a ground shipping label for customers to send the handset back. Presumably, the return box is able to withstand an exploding Galaxy Note 7.
Samsung announced on Tuesday it was killing production of the Galaxy Note 7 and issuing a worldwide recall for a defective battery, less than eight weeks from initial availability.