A well balanced retractable ballpoint pen. The type with aluminum body. I can make it rotate on my hand, and push the button really quick to help me focus. The trick is to push the button but not fully, in order to not produce any noise that could annoy people around you.

My favorite is pop its!

I’m a huge fan of https://fidgetland.com/flipit-fidgets/ — they’re quite small, and can be entirely unnoticeable if you get the nearly-silent “Stephie” version and your hands aren’t in plain view. 🙂 I keep a few different ones in different places!

Pen and paper pad? Look serious like you are taking notes but you are doodling dinosaur battles.

i have a soft leather keychain that i clip to whatever bag i'm using, it's not overly fidgety but it is a pleasant sensation

If you search for "haptic fidget" on etsy there's a bunch of small, unobtrusive ones. If you like two pieces of 3D printed things you can slide around with magnets. My favourite is embedded with rolley balls on the outsides but there's all types of them.

I can vouch for The Thinket! It's a bit on the pricey side, but once it arrived, I immediately bought a second one. Feels just great!

Very cheap and also cool because you can find the perfect one for you yourself: a smooth rock. I keep one in most of my jacket pockets and it's great to fidget with on the go, it also doesn't make any sounds like some fidget toys do. No one will ever know.

Saw someone mention spinner rings

Just a ring you can wear and discreetly spin