Straight in the pocket if I happen to be paying in cash for some reason

Even the notes

I’ll sort it out later when I get a minute

Put it in your bag/pocket, then sort it when you get home. Coins go in a loose change jar, and dealt with when said jar is full.

You just need an European style bifold wallet, with coin pouch. Makes life easier with coins.

When they do like that i just throw the coins in the bag, keep in the hand the paper and sort it when i am out of the store, kinda works

I promise you nobody is scrutinizing you this closely and nobody except for the most impatient anal retentive asshole cares if they have to wait another 20 seconds for you to put your change in your wallet.