The solution is to attach a piece of plastic pipe to the breath exhaust port on the bottom of the Pico. You can make this pipe as long as you like to carry the spit away. Any food safe plastic tube of the right diameter should be fine. We didn't supply a length as standard as our initial testing (being conducted in a beanbag free environment) did not reveal any issues.
We did actually design this in, and will shortly make lengths of suitable Tygon tube available as an accessory on the website. It'll be particularly useful when the new keyboard stand (sits the Pico above the knobs and buttons on an electronic keyboard) and keyboard players breath pipe come out (longer and different profile).
I do like Tom's solution though. It has the elegance of simplicity, although the alternative of standing clothed in the shower before playing avoids any sartorial issues.
John