What I've done is to make some removable screens.
This is a set of various sizes (determined more by available scrap, then design!). Each has a piece of perspex, and one or more mounts set with small cylindrical magnets on the base.
The mounts were made with a 3D printer, but you could use a bit of wood or even Ally.
I put tape on top of the magnet to make it easy to wipe away the inevitable swarf.
All assembled with super glue.
In fairness, they don't stop all the chips getting on the floor, though the do stop the bulk. What they do do is to keep the large majority of blue hot chips off me. Which was my intent.
The nice thing is you can decide how close you want to get to the part being machined and pick a bigger or smaller screen.
I might have some pictures somewhere or can take some if it ever warms up enough for this lightweight to brave the shed.
Iain