RATZ...
Just cut a sleeve or two off a hoody or soft shirt, or two or three and slip em over each other. Then, sew the tube inside of your coat or hoody. I'd recommend sewing one end of the tube up completely, that way you can stuff some cloth scraps and whatnot in there so they can nest, and you won't have to worry so much as to what way they'll be trying to escape from. Unless of course they chew through the other end, and they probably will. So put some twigs in there or crusty dried up bread so they have something else to chew on. If you happen to be near some apple trees, theyll love you forever for pulling a few twigs off those.
By the way, try not to use any kind of soft synthetic materials around them, they will eat it. Synthetics just seem to me like more of a chance to choke of fuck up their digestive system. So keep it to cotton, wool, hemp etc.