Done on crappy watercolour paper from WHSmith (newsagent/bookstore chain here in the UK). This paper is really not ideal and you can tell by the exposure times (8 minutes for the highlights plus 10minutes over all. Normally I'd need 4minutes for highlights and 6minutes overall on better paper) but it's okay as a proof print. Scanner shows up more of the tooth of the paper too.
Using a lightbox and the negative (and based on a print previously where I can see where the highlights are beyond the normal exposure time and are just white), I trace out a mask (trace outline of film first, it has that all important aligning notch too) then using a scaple cut 2-3mm inside that line. This is just using a sheet of paper like what you run through a computer printer, nothing thick or fancy or expensive.
Then I load the negative on top of the cyanotype coated paper into the contact printing frame and carefully align the mask on top using some blutack. Expose for the extra time needed for the highlights (I do my exposures timed because I have a UV light), remove the mask, clean off any blutack, put the frame under the light for the rest of the time needed.