I have used various pieces of cardboard to hold the parts of the pen I don't want getting zapped up out of the water. What I have lately hit upon seems better, however.
A couple of plastic ballpoint pens, the BIC barrels are really good for this, put side by side and with the pen between them. Then use a rubber band to get the pen suspended at the right height between them. Something else I plan to try is using the two BIC barrels and using a clothes pin, the type that clamps, to grab the pen at the right place to keep some of it out of the water.
BTW, I tend to put the part I'm trying to clean at one of the foci of the elliptical pan that holds the water. I think that that's where most of the energy will go. And if I'm doing two things at once I can occupy both foci.