I'm not sure how many pixels should be in each module: 5x5, 6x6, 10x10, etc. Maybe there's a way to figure out the minimum number required to make alphabetical and numerical characters for example. Then the instructions with the sets could show how to arrange the pixels to make certain characters in various sizes.
There is a need for an enclosure that I could not create with the pieces in LDD. Each side should be the proper thickness so that when modules are connected to each other, the pixels appear continuous. I envision the enclosure as two pieces, a top and a bottom, that snap together in the middle. The sides would have holes for pegs to allow connection to more modules. Below is a mock-up of how the two pieces might look and connect, along with some modified connector pegs. (To save plastic, there could just be a bottom, two sides and a top, then have the back made of cloth or even a piece of cardboard from the packaging.)
I would also like to have a tighter-knit collection of pixels, but it would become difficult to spin them with your fingers. A triangular piece with a hole in it may help, and it would allow two colors per pixel, though it would be trickier to switch to other colors.