Thanks for all the responses.

NightHiker: I've used occlusive dressings before, but because the bandages are still coming away spotted, I'm not sure it's time for them yet. Also, this is the second time I've sliced myself up but missed the tendons, maybe I should switch to scissors as my primary cutting tool?

Art_in_FL: I've used the baggie trick before when showering with a cast on my arm. I use an extra large surgical glove taped at the wrist for this. I'm going to put an extra layer of gauze to provide more protection. If that doesn't work, I have a bunch of scrap leather that can be placed over the gauze.