First priority, make sure the coins can not escape from the packaging.
A few times eBay sellers think it is enough to put a coin in an envelope -
then the postal machinery squeezes the envelope and the coin gets
pushed out of a lower corner. But that is eBay, not a swap - still annoying though.
As it happens I received an overseas delivery yesterday, and opened it
just now. Very well packaged - a strong outer card envelope, with this inside
with individually wrapped coins, taped inside a card board, with then another
board over the top. The second priority - make sure no rattling sounds when
the packaging is shaken. The coins can be wrapped in foil or paper and so on -
but as already mentioned, never put tape directly on the coins.