I didn't have your Day-1 problem. (On my first Sensor, stil in use at day 11, I had only a "first two hours" problem - a less unstable startup than I had on 7+ Sensors).
But if you want to make a cover for an extended warm-up, while the Transmitter is still in use on the other Sensor, here are two possible ways:
Way #1 - Much Less Hard, but equally hard work with every new Sensor: Make a sort of "shower cover" with a non-sticky middle section of "cover" over the actual Sensor. Here's how:
Step 1A: Using an alcohol wipe, Clean fingers, scissors handle, an area of counter, and the outside of your box of Glad "Press-N-Seal". Let alcohol dry off everything.
Step 1B):Then cut a large piece of "Press-N-Seal', set it down with the sticky side up on a clean counter. This peice needs to be really huge, bigger than the Dexcom adhesive pad by 1/2 inch all around.
Step 1C: Now cut a smaller, Sensor-sized piece (slightly bigger than the Sensor pad area) and it sticky-side-down on the middle of the sticky-side up piece.
You now have a large donut-shaped Press-n-Seal, which isn't sticky above the Sensor and Pad, but IS sticky in a ring around the outside.
Or Way #2, Much harder to make the "cover", but EASY JOB upon inserting a Sensor. I'd do this one (but I'm pretty good at whittling and grinding things out of plastic):
Go to a plastics store (an actual fabricator, not a "big-box hardware" place. Have them either make a couple of small 3D rectangle of the approximate Sensor size (cheap), or have them completely fabricate a pastic "Sensor Blank" (Quite expensive.) If you got the rectangles, as I would, then you take them home and trim to Sensor shape yourself. (You got two or 3 recatngles, in case you mess up the first one or two tries). Then - use this "Sensor Blank" as the cover, preventing stuff whacking at the "flap" or getting inside the Sensor mounting area.