Which support for underneath CD player?

Audioquest sorbethane feet. Cheap, and you can hear the difference.

I'll have to agree with Kirk 930. Maple and/or pucks work well.

Official Hockey Pucks for a buck.

I found a Neuance to INCREDIBLY transform an older Rotel CDP by dramatically improving its coherence...so I even bought one for my new 44 lb EMC-1 mkII. The improvements here are indeed more subtle, but include a small further "tightening" of the presentation without the loss of bass articulation and timng so inherent in air bladders and "wobbly" supports. I understand rollerblocks also sound similarly tight and coherent.
Good luck.

Ernie - the rollerblocks were similar to using cones, just better, for me - but the Neuance was much better again. It is true some components benefit more than others - for example I find the excellent construction of Sonic Frontiers equipment means vibration isolation in the shelf is less important than with other gear.