(29 June 2021: Updated the answer to mention that two more packages -- ifsym
and utfsym
-- provide macros that let users draw dice.)
According to the current (May 2021) edition of the "Comprehensive LaTeX Symbol List", the epsdice
, hhcount
, stix
, ifsym
, and utfsym
packages all contain macros for drawing dice.
For instance, here's an example that makes use of the epsdice
package.

\documentclass{article}
\usepackage{epsdice}
\begin{document}
\[
\Omega=\{ \epsdice{1}, \epsdice{2}, \epsdice{3},
\epsdice{4}, \epsdice{5}, \epsdice{6} \}
\]
\end{document}
Addendum to address the OP's follow-up query: To center the die symbols vertically, i.e., to align them on the math axis, you could encase them in \vcenter{\hbox{...}}
"wrappers".

\documentclass{article}
\usepackage{epsdice}
\newcommand\vcdice[1]{\vcenter{\hbox{\epsdice{#1}}}}
\begin{document}
\[
\Omega=\{ \vcdice{1}, \vcdice{2}, \vcdice{3},
\vcdice{4}, \vcdice{5}, \vcdice{6}
\}
\]
\end{document}
2nd addendum: If you're free to use LuaLaTeX, you could use a Lua for
loop to generate all six die symbols programmatically. This functionality may not seem like a big deal if just six symbols need to be generated. Naturally, it's a lot more relevant for use cases that involve a dozen or more calls to the same macro.
% !TEX program = lualatex
\documentclass{article}
\usepackage{epsdice}
\newcommand\vcdice[1]{\vcenter{\hbox{\epsdice{#1}}}}
\begin{document}
\[
\Omega = \{
\directlua{ for i=1,6 do
tex.sprint ( "\\vcdice{" .. i .. "}" )
if i<6 then tex.sprint "," end
end }
\}
\]
\end{document}
\[ \Omega = \drawdie{0}, \drawdie{1}, \drawdie{3}... \]
etc.