I really like
my .22/45, and haven't suffered the issues you've described. Here are some things that might help:
1) Wear a hat with a brim. This will prevent casings dropping behind your safety glasses.
2) Wear a long-sleaved, crew-necked, T-shirt. The crew-neck will prevent casings dropping down your collar, and the long sleaves will protect your arms (though I'm perplexed that casings would stick to your arm long enough to cause much of a burn, even with short-sleaves).
3) Shoot hi-speed ammo. The .22/45 is a blow-back design, and higher intensity ammo will eject more vigorously - instead of just dribbling casings out onto your wrists.
4) Lube the pistol generously. Dry guns may still operate, but will be sluggish if not balky.
Hi-speed ammo in a slick (even wet) gun should eject well clear of your tender bits.

Hope this helps.
-KBS