If you're really sensitive to dust and stuff, first cover the rigid fiberglass or rockwool with a thin covering of plastic. Then use a fabric covering other than burlap! (burlap is messy messy stuff. I have literally shaved mine with an electric razor and a vaccum) If cheap is preferred for fabric, muslin is a good choice.
You can make several panels, and stands for those panels. These can be used for corners, first reflections, ect, and they'll will be free-standing. you won't need to mount them.
Connect several panels together and make some Gobos. These are invaluable.