I wrap mine in several layers of wrapping tape or duct tape and then just throw them in the garbage. Years ago, we lived in a house where the former owner had an opening in the medicine cabinet. He used to place his used safety razor blades there. It was a wonderful solution for HIM.
When we went to redo the bathroom, we ripped out the sheetrock and were faced with a cascade of used razor blades tumbling all over the floor. We had to be very careful with that project.