I use cheap interlocking rubber / foam plastic matting meant for kids play area. I got them from a place called Clark Rubber here in OZ. Clark Rubber deal with many different types / forms of foam plastic and rubber. Swimming pool hosing etc which also works to extend the vac hose with easily made couplers to suit.
I find these mats really good plus I can toss em outside and sweep up. Well, occasionally sweep when the swarf around the edges gets annoying.
Mostly I do a quick run over with the shop vac after I vac the lathe or mill beds before I leave the playpen for the day. Gives me a clear field to create more mess next time.
Incidentally, I use a simple cyclonic separator in the vac hose line and very little swarf actually gets into the vac bag.
John B