Colloidal particles dispersed in liquid crystals can form new materials with tunable elastic and electro-optic properties. In a periodic 'blue phase' host, particles should template into colloidal crystals with potential uses in photonics, metamaterials and transformational optics. Here we show by computer simulation that colloid/cholesteric mixtures can give rise to regular crystals, glasses, percolating gels, isolated clusters, twisted rings and undulating colloidal ropes. This structure can be tuned via particle concentration, and by varying the surface interactions of the cholesteric host with both the particles and confining walls. Many of these new materials are metastable: two or more structures can arise under identical thermodynamic conditions. The observed structure depends not only on the formulation protocol but also on the history of an applied electric field. This new class of soft materials should thus be relevant to design of switchable, multistable devices for optical technologies such as smart glass and e-paper.