Whenever I would change my oil, I'd clean the oil filter as well (why not, it's a SS oil filter!)
But every time I would loosen all the bolts, oil would just pour out of it, onto my water pump, onto my frame, then on my skidplate, then on the stand, then on the floor, then down the driveway, then down the dr... Ok I went tooo far with that, but you get the point...
So after trying to find a way to make it as clean as possible, aluminum foil did the trick. Just tear off a big piece and fold it in half (hot dog) then in 3's (hamburger). Then just mold it into place and make a U so the majority of the oil goes onto your funnel and into the pan.
Even if you do not have a perfect seal, a lot of the oil will flow onto the "funnel" and if some oil doesn't go down it, at least you won't have a huge mess.
A little tape on the corners helps out too. It keeps the foil in place while you are removing the oil filter cover. You may have to play with how big of a piece you need, but just use whatever it takes to get the job done. Trick it to get it thick that you can mold it and it will stay, but not too thick that the oil will not run on it.