Here are some ideas.
Just fix the camera in one spot and put the objects on a marked spot on your background. Frame for the biggest one. (the smallest ones can be really tiny on the frame)
Use some aid to frame the image, for example, if you are using live view, you could put some Scotch Magic tape (that can be easily removed) on the back as a reference, but take the photos on a textured background, for example, wood or a Tartan fabric. This background is the one that will give you a sense of scale. Leave the camera fixed on a tripod on a fixed spot, and use the zoom lens to frame the different sizes.
Use some other reference for scale, like a printed scale (imagine a forensic ruler) or a bill.
Use a fixed focal lens, and reframe dollying in or dollying out. The change in perspective for the background will add to the perception of scale.
Put them next to each other.
Try to connect the camera to a computer, it will be easier to compare previous photos, and you potentially remove the need to tape your camera... You can tape the monitor instead. Tape and un-tape the scotch tape into some cloth to remove the stickiness to a minimum, use only small chunks as a reference, do not press them too hard on your monitor.
So, you have the option of using different lenses, (for example to use the idea number 2) but try to keep the aperture consistent. Do not use the maximum aperture that can potentially vary from lens to lens, and from focal length to the other, use an aperture of let's say f11, that also will aid you in maintaining focus across the objects.
If you are using a single lens, like in the idea No. 4, you could use the maximum aperture. The shallow DOF on the background will also give an impression of scale, but on smaller objects, when focusing too close can give you problems on the edges of the object.
Keep the light consistent, so try to use artificial light. If you use natural light this will change across the day.