How about mosquitoes? Tie your sub outside for awhile.
If you live in the southern area of the US like I do, your sub will suffer some really delicious torture. All those red itchy bumps. Wow, how erotic!
No, in all seriousness, insulation is a really dumb idea and mosquitoes and fleas aren't much better. I don't know about you, but as for me, I usually like to have sex after 'play'. Who wants to risk insulation in your mouth or inside your body? Trust me, taking your sub to the doctor for a uninary track infection at 3:00 in the morning and explaining about whose bright idea the insulation was is, well I guess it is right up there with explaining how you accidentally slipped, fell, and ended up with five hardboiled eggs up your ass.
How about something a little more humane, I mean subs are people too, right? A simple pair of homemade wool panties usually does the trick for my slave. They itch and they are hot. However, I like to take her out to dinner like that and I make her ask permission to adjust them or to squirm or scratch. Each of which comes with certain punishments later on at night. As a plus, they are always wet when they come off.
Anyway, good luck, and I hope you have fun with whatever you try to use.