Allright, so I borrowed a mix of ideas shared above and have now replaced my bulky pine prototype with this final setup:
2mm hard foam strips, double-sided taped to aluminium corner guards. I can install them and take them off very easily, and they look way nicer than those thick slabs of pine I had initially. I also made them the maximum height possible to barely clear the gantry.
Thanks for you insights, this is a much more common setup than I thought after all.
Now to cut an acrylic chip guard to protect the bottom of my HDZ, and I’ll be ready to make tiny mountains of Aluminium chips.
By the by, I have no regrets going from my old MDF wasteboard to this HDPE one. The tape&glue method works just as perfectly as it did on MDF, but HDPE is obviously much more resilient to repeated tape removal.