There is no requirement to retain empties.
If it were, say, a shoot 4, tac load string, leaving you with 2 live rounds; the IDPA recommendation is to "stuff the whole mess in your pocket." Obviously there are not many revolver shooters on the BoD. When I was shooting SSR - all of 1999 - I worked on various revolver tac loads that would not leave me with empties mixed with live in my pocket, but a real need never came up.
The complete quote from the rule book FAQ is:
HOW DO I DO A TACTICAL RELOAD WITH A REVOLVER? Basically with a revolver you just have to take any unfired rounds remaining in your cylinder with you. A common method of doing a tactical reload with a revolver is to dump empty cases and unfired rounds into your hand, stuff the whole mess in your pocket, then recharge your revolver to full capacity. You are considered reloaded when the cylinder closes with the revolver fully loaded.