I've tried a lot of different things, foil, high temp tape, silicone caps, I haven't found anything that works really well. The foil I had problems with it getting stuck around the base of the eye. The high temp tape didn't always hold up to the heat-gun, well I guess technically the adhesive didn't hold up the tape itself was fine. The silicone caps had some powder paint get in every once in a while, or left a bare spot around the base of the eye, or popped off mid-heating...
But I'm really picky about them. I've even gone back and dipped just the eyelete in paint stripper and wire brushed out the paint off.
If you come up with something that works good, let us know!