I see many twitter, facebook jobs offers on services section, many of them offering aproximatelly 10K-20K satoshis to do some advertisements. It's an easy and nice job to do to earn some satoshis, but I don't like to receive those small earnings on my wallet... And I think there are more people that don't like also.
Isn't there a way for the employers to pay us via FaucetBox or any other service like that? So we can choose which amount we want to send to our wallet.
I see no problem here. Keep different wallets and problem is solved. Keep an online web wallet like blockchain.info with all security measures activated there and use this wallet to receive small amounts from jobs from facebook, twitter, etc. Keep a desktop or hardware wallet for your bigger amount of coins. Why do you want to pass through faucetbox , it makes no sense.
And even if you had just one wallet the bitcoin wallet is not like a bank and it will not yell at you why are you depositing pennies here

so you can even add pennies there no problem, they will always be yours, that's the beauty of bitcoin.
If I send small amounts of satoshi directly to my wallet I will pay highest fees later, because of it I want to get a lot of small amounts first to send all satoshis to wallet with only one shoot.
A good solution is send those small amounts to the exchange account, as was said before.