I would wrap a waist-cloth around myself while menstruating and then get under the blanket with the Messenger of Allah ﷺ.
حدثنا هشيم عن مغيرة عن إبراهيم
كنت أتزر وأنا حائض فأدخل مع رسول الله ﷺ لحافه
Its chain of transmission is sahih. It previously appeared at 25151.