You can also use a sponge. Ideally, this would be the old contraception sponges (use with additional contraception because they were never that great).

You can also use a makeup sponge! Seriously. You place it right up there and remove it afterward. (DO NOT think this is contraceptive. It is not. It's just to catch blood.)

I used to have a good old diaphragm, which would catch all the blood for many hours, certainly long enough for non-messy sex. I don't know why those are never used anymore.