There is a product called CathGuard by RPC that is intended as "a protective device for external central lumen catheters." It looks a little like a finger cot with two strips of double stick tape. I stick it to my abdomen in a convenient place and use it a a pocket to store the end of the PD catheter.
The only drawback I can see is a slight irritation from the double stick tape. Cost is about $1.00 per day.