TL;DW: aluminum foil hidden in protest signs is probably the easiest and stealthiest defense, just be careful where you're potentially reflecting those waves. Soaking rags in water is another option (could throw water on your mask in a pinch) if you didn't expect to face one of these things.

A steel sheet would work even better, but I think that's a bad idea due to the sharp edges plus the extra attention I'm sure that'd instantly draw on anyone holding a big reflective surface at one of these things. Maybe if you can paint it to look like cardboard and curl or round off the edges.

Not sure if these weapons have actually been deployed yet in the US, but they sure have tried.