Static cling plastic on a roll from screwfix, Just chuck it everywhere and weigh it down with something.
Or if you want to get fancy and do it often or if just want the best ever dust sheets get some of these
Wiper Supply Services Limited. Disposable Atlas Dustsheets
They are water resistant for spills, non scratchy for delicate stuff and heavy enough to stay put when draping them over things, they say disposable but I have had some for years.
Its odd that they are almost a secret. I have put a lot of people on to them when they see me turn up and cover the room with them. I can`t believe anyone still uses the old porus dust absorbing cotton ones but so many decorators and builders still do. Minimum order is a box of 10 I think.
Toolstation do a similar one but they are not as nice, similar but stiffer and have joins in them which open up. Also more expensive but I guess if you just want one its ok.https://www.toolstation.com/one-tuff-decorators-dust-sheet/p95130
Another alternative is waterproof nylon fabric, it comes in 1.5m wide rolls and has a rubbery backing you can buy it by the meter on ebay and it can be really cheap if you don`t care about the colour or buy the end of a roll, I use this on floors mostly to save the other sheets.
Ollie