Water heater jackets work if they are not a flammable like cotton. Keep clear around the firebox plenum. It can get hot quick with thin gauge metal, especially without water in the pan.
I used stove sealant caulk on the firebox seal. I unbolted it, caulked it and bolted it back. Its brittle after its fired, but in a screwed together joint that gets that hot its great so far.
A popular material to use is 3/8" fiber tech insulation with a reflective aluminum face. Some home improvement stores sell hot water heater jackets made of this material, or it can be ordered by the roll as "heat shield insulation" or "fiber tech padding" from automotive suppliers like J.C. Whitney. Some folks use a single layer of material wrapped around the cooker, while others put two pieces of insulation together with the aluminum sides facing out, sealing the edges with aluminum foil tape.
Also metalized bubble wrap.
I like things that arent so fiberous. The fibers can get loose an messy.
Wind is the main thing.