The first place I'd focus is on minimizing the spatter by making sure you have your weld settings dialed in. Working in a weld shop where we spend a lot of time removing spatter, I can attest that a few minutes on the front end getting the machine setup correctly saves a lot of time cleaning on the back end.
Does antisplatter last for long? Is it easy to remove from powder coat?
Anti-spatter can certainly help in this situation, especially since what you are trying to protect is not in the immediate area of the weld itself. While I don't have any first hand experience with the impact an anti-spatter product would impact a powder coated surface, I'd have to think that a water based product like Tregaskiss Tough Gard or Walter E-Weld 3 or 4 would be a safer option than one that was solvent based and/or contains silicone. Just like upholstery cleaner, if you do go this route it'd be worth checking whatever product you choose in an inconspicuous spot.
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EDIT:
I did some additional poking around the Walter website - they have a product called Spatter Block that they advertise as being compatible with painted surfaces.
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