Although I haven't worked on etched brass much, I have and do use fibreglass brushes when refurbishing Vintage Action Men removing rust from the rivets that enable the limbs to move. This is a tedious job and stopping to remove splinters from my person makes it even more tedious so I have adopted a standard method when using the brush.
When using the fibreglass brush I usually..
1) Like Jordan mentioned - have my fibreglass refills soaked in gently diluted pva then dried before use.
2) Make a 'tray' from newspaper or similar that sits over my work area that can be replaced regularly and I'm talking about sometimes two or three times during a modelling session.
3) Wear safety specs or usually it is just specs with a magnification so that I can see what I'm doing.
4) Wear disposable gloves of some description - usually latex - whilst they won't stop all splinters they can reduce the amount to a minimum.
5) Regularly clean the work area and tools usually by vacuum.
6) I often wear an apron of some description too - this catches any stray fibres and can be folded as you take it off then shaken outside or vacuumed to take care of any stray fibres.
In the warmer weather I will often set up a table in the garden to work but beware of flip flops or other shoes that expose your feet - a fibreglass splinter in your finger is often painful and difficult to see to remove so I can't imagine what a foot full of the things would be like