Am thinking you could use a large reptarium type cage like those from Apogee - and then put several smaller containers - like those that Sheila or I show in our posts. The mesh on the apogee reptariums is small enough to keep the bigger wasps out but those tachies that can squeeze into 1mm holes - well I'd say to be doubly sure - use several smaller containers with a finer mesh screen inside.
I did have a wasp attack a caterpillar that was crawling on the reptarium mesh - it was able to sting it through the mesh fabric...that's when I decided to put the caterpillars into the plastic containers I make with window replacement nylon screen - and put those containers into the big 22 gallon reptarium.
Other than that...bring your cages inside your house.
~ Cat