I've looked through the Saturday Evening Girls catalog twice and the only thing that looks similar is a part for a lamp. I've also been told it could be a tabletop holder for a feather Christmas tree, but I'm not exactly sure. 

There were two of these in a large collection of high end art and studio pottery we inherited, found in a box of flower frogs. 

Outside is glazed in a beautiful shade of blue, underside is unglazed. Measures 4"