I havent had much experience with anything other than cages for poi.
Someone once told me that you could just wrap your wicks with some
Wire wool and use something like a little but of wire to hold them on - I dont know wether this would damage your wicks or not as it would leave some molten steel behind.
Another way would be to make a chicken wire cage to attach to the ends on the staff.
As for safety, make sure you have plenty of space between you and any spectators as the sparks do go for a long way. Remember to wear long sleeves and trousers if possible, this just acts as enough of a barrier to stop you getting little burns on legs/arms. You also must remember that you wont be able to do all the moves that you can do with the staff, things like the corkscrew would just end up throwing loads of sparks into your body.
All in all I have done quite a lot of
Wire wool burns with my poi-cages and havent had too many problems. I have once been shouted at because I was convinced to do it at a party which didnt really have enough space so I just stopped and at Glastonbury I got a bit carried away doing 360 weave turns, got dizzy and hit myself on the leg - this resulted in a little burn but nothing serious
Hope this helps and I look forward to hearing the results soon.
Mark P