I bought a new set of tweezers about a year ago that really help- they are very stiff in the direction perpendicular to the normal action, so the points do not normally get out of register. But, they still launched a small styrene part yesterday. Never did find it.
I have an apron that fastens just below the edge of the bench and rests on and covers my lap. However, even that does not catch everything. If the part is small enough, tweezers can launch parts pretty far through the air. I have sometimes heard the part ping against the back or sides of my bench, or shelving next to the bench. Because I let my bench and workshop get pretty cluttered, I do loose a lot of small parts.