Cheese Cloth/Muslin: If you don't have access to gauze, you can also use cheesecloth or muslin, but you may need to double up on the layers.
100% Cotton Fabric: If you have a 100% cotton sock, tea towel, or even old sheets, you can place some comfrey poultice either into the sock or on a scrap of fabric, then place the sock or fabric over the injured area.