Something like the Teflon® tape used for pipe joints?
Wrapping the cores with tape, while popular, may not always be
beneficial, depending on your application and the cores you are
using. If the core is prone to overheating, the tape reduces the
thermal capacity because it reduces heat transfer.
Generally, tape may be handy when the core is conductive and
may scratch the insulation (such as magnet wire). #31 material
is more conductive than many other types of ferrite, while it may
not be required at all for some other cores, or types of wire
insulation.