When I tried doing this with a lead holder, I found that the metal affects the sensor in the s pen. If there is metal surrounding the bottom portion of the pen, it turns off. This is probably due to the function of when you slide it into the tablet. I tried finding plastic lead holders but none of them worked (as in they weren't large enough).
I also tried using a pencil extender. Same problem due to the metal casing of it.
There is, of course, another option. Pick your favorite (plastic) pen. Take out the interior. Wrap electrical tape around your s-pen (this requires that you buy an additional s pen) until it is the same thickness of the pen shell. Then stick it in. I'm also wondering if the electrical tape might block the interference of the metal. If so, then a Derwent Pencil Extender will work perfectly--you're going to have to google it, I can't post links yet.
Will test these solutions out when my extra s pen arrives.