I haven't actually done it, but I've been thinking that rigging tape would work really well for this. We use it to wrap around pointy bits on the sailboat to prevent lines and sails from getting mucked up. The good stuff is great at sticking firmly to itself and nothing else. It comes off perfectly clean.
https://www.westmarine.com/buy/west-...02_068_002_510
Warning: it is for sailboats, so it costs 4x what it would for any other application.