Using cling film, one size fits all

[bob_3000]

I've been using aluminum foil or (cigarette pack foil in a pinch) for this for decades, you can get the screw much more stable with it.

For larger screws use metal duct tape (not the fabric stuff) works a charm.

[EnginePaul]

I've used paper towels over small bolt heads when using small sockets. Holds the head in the socket to get started, and you don't have to take the paper off until after it is screwed all the way in.