I use shrink bags all the time and they work like a charm. You can purchase food safe bags at:
http://www.dougcare.com/packsupplies/shrinkbags.htm
I wrap the item neatly first, almost tight, but not quite....and secure the loose ends on the bottom or back with a piece of crystal clear tape. Usually shipping tape. Then, gently run the heat source over it. You just want the wrap to tighten a little. If you ask it to shrink a lot, it will definitely make a mess.
Most people don't know this, but you can actually shrink wrap with regular cellopane...if you start with a fairly close wrap and apply the heat gently. It's easy to apply too much heat, but it can be done. MUCH cheaper than "real" shrink wrap.
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