I tried several methods before coming up with a regimen that works for me, meets my expectations as far as efficiency goes, and is consistent. I'm not advocating, just detailing what my experience has been through the years - listed in the order I used them.
Blue Painters Tape wrapped on finger - This worked sort-of, but I didn't like the adhesive of the blue tape on my finger. It was sometimes cumbersome to both apply and to remove and I couldn't get it applied to my finger consistently. I frequently had thick spots or lumps in the CA finish that I had to sand down before going to MicroMesh. This inevitably lead to occasional sand-through.
Plastic Bags - I didn't like these. They performed about the same as the blue tape, but I had to use my thumb to hold onto the bag to keep it from moving about when I was applying the CA. I still struggled with thick areas and ridges that needed to be sanded flat, occasionally resulting in sand-through.
Closed Cell Craft Foam - I had better luck with the closed cell craft foam as far as holding onto it when applying the CA; however, I still wound up with ridges that needed to be sanded flat and occasional sand-through. (I have found several other good uses for craft foam though since having it around).
Viva Vantage Paper Towels - These were a little bit plastic-y and were tough and relatively lint free. I folded strips into little applicator pads about 1-inch square. They absorbed a lot of the CA, so my CA usage went up as more CA went in the trash on each applicator than went on the pen. Sometimes the CA absorbed all the way through and glued the pad to my finger. Some turners use Blue Painters Tape under their pads as a protective layer, but then there is the adhesive to deal with again. Others use fingers cut from Latex or Nitrile gloves which is OK, but a little wasteful. This is where I started using Finger Cots - Nitrile gloves made for a single finger. The CA went on in much thinner layers than with the previous methods I used and I added a few more applications before I achieved what I thought acceptable (4 applications of Thin followed by 12 applications of Medium). The layers were thin but even which allowed me to skip the sanding for flattening and to go directly to MicroMesh. This was a nice time saver and No More Sand-Through!
Viva Signature Cloth Towels - unfortunately, a few years ago, Viva discontinued their Vantage model of paper towels. Since then I have been using the Viva Signature Cloth towels instead. They are less plastic-y, are a little less lint-free, and they absorb more CA than the Vantage did, however they still apply nice thin, even layers with no bumps or ridges that have to be sanded flat. This is my current regimen.
The best advice I can offer is to find materials and procedures that work for you and are consistent and then hope that the materials don't get discontinued.
Regards,
Dave