Paper?
Paper may not have been invented (or be readily available) yet, but it can be made with available tools and materials. Paper is used as an insulator in our time, so could work for you too - it's a good insulator and it provides physical separation. It does require you keep it dry though - but you could coat your work in wax when finished if moisture is a problem. If you're using lots of current, you may need to consider cooling too (although less so than if you use wax as your insulator).