If it's dust, the only item that truly *needs* to be covered is a smoke detector. if it's ceiling and wall finishes (paint, compound, etc.) then you're better off pulling the units and storing them.
If you don't have the covers, you can place the units within a sealed plastic bag, with tape helping where the wires enter.
Barring all of that, if you have enough ability, the other route is to temporarily remove the detectors and tie the wiring through to satisfy the loop/panel to see no fault and replace when the work is complete.