Here is a picture of saggers (a.k.a. seggars or saggars) from a Josiah Wedgood ad that should shed some light on what they look like. This is a great cutaway view showing not only the box, but how the items being fired are loaded inside the box.

This image is from http://www.thepotteries.org/bottle_kiln/saggar.htm, and that page does have some additional pictures.