I'm so happy this subject came up, I'm having a problem with this.
When I just had one I didn't use anything for my yoga practice, but now I have the Clou (yay!) and I don't want them banging together for an hour a day like that so I have been wearing a yoga headband wrapped between the two. But now I have a vein on the side of my arm that gets bigger when I exercise, and having anything constricting it, like the headband is pretty painful! I've been trying to get the Clou and the headband as close to my hand as possible, away from my arm, but if there are any other solutions out there, I'd love to hear them!