Good professional theremins like the tVox tour v2 have additional ESD protection circuitry. Others, like the Etherwave Pro have a circuit design which is insensitive to ESD.
The Etherwave Standard and Plus Theremins are relatively insensitive to ESD, too, and I have rarely seen one of these damaged by electrostatic discharge. And if it was perhaps the case (2 of about 200 instruments which went through my hands), it concerned the cheap volume discriminator diode D1 which costs only a few cents and can be replaced within seconds, but their failing might have had other causes, too.
Thus I would not worry too much about ESD when it comes to an Etherwave Standard or Plus. IMNSHFO it isn't worth making your instrument ugly by covering the beautiful nickel plated antennas, seen that these instruments are basically played without touching them and that there is really no reason to touch the antennas while playing.
One shouldn't confound electrostatic discharge with the tchirping most Etherwaves do when touching the volume loop. That comes from a design flaw in the volume control processor circuit part which has difficulties in dealing with the hand capacitance jumping by a factor of 100 (1.5pF from close hand sufficient to mute, but 150pF when touching) and is nothing to worry about. But again, I repeat that there is no need to touch the antennas at all for normal playing.