No great details given, just some images and a little bit of text.
One design from a book (out of print) is shown, mine is a variation on this, because I did not want to drill the apron.
Step 1: My Lathe, Before the Modification
I have placed a bolt in the hole for the photograph (it would foul the cross slide if it were up this high - see final step).
Step 2: Exploded Components
I bought a "Felt remnant 30cm x 20cm x 6mm thick" for £2.25 on Ebay (from "Ann Burchall" - possibly a private seller).
I bought a "20cm x 20cm sheet of black rubber nitrile 1.5mm thick" from Ebay for £3.80 from FAST GASKETS & PARTS LIMITED (Seller's ID: fastgaskets2000 Seller's Email: firstname.lastname@example.org).
Both purchases in May 2013
Obviously, I have lots of felt left over (perhaps for a rear wiper!), and a nitrile rubber offcut as well.
The Nitrile rubber is supposed to be completely oil resistant.
I had the aluminium angle 'in stock' and just found a bolt and washer which fitted.
Cutting the felt was harder than I expected - a very sharp knife didn't seem to do anything except tear at the fibres - I simply used a pair of dressmaking scissors in the end.
Step 3: Finished Wiper and Swarf Protection Sheet
The rubber sheet is great as well. It has never caused any hassles - it just hangs there doing its job!