From a web article I got the idea to cut up steel wool into tiny slivers, and mix it into a slurry with silicone caulk/ sealant/ adhesive. Available in hardware and automotive stores.
I tried it with short lengths of soda straw. The slurry was about a 50-50 mix. I made a messy job of tamping it into the straw. I wound about a hundred turns of thin wire. The result is 100 or 200 uH.