Yes that is tricky. Mine is correx which easn't as easy to chew out of or bend out of the way, but I have to make sure there aren't any gaps anywhere when I clip the pieces together. Sometimes there's a tiny corner that won't sit straight and then I prop something up on the outside of the pen to keep that bit flat and closed (eg a board game!) It looks higgledy piggledy at that end of the room
How about a hallway? That you would only need to block of bottoms of doors or whatever? Whichever option it is it usually means pieces of wood or cardboard somewhere! He wouldn't get over the top of my correx one! It's just the corners to watch.
I think the bathtub is the best place until he's more tame and handleable though. Although I do like being able to sit in the playpen when Charlie's in it. It's not always round the cage like below - but I leave it like that sometimes so I can leave the cage open and he can just go in and out when he wants (under supervision though, I wouldn't dare leave the room while the cage was open!). They are A1 size pieces of Correx/Coroplast (round his previous 80cm cage).
You can see there's a bit of a gap on the left near the back - that's because I just put it up for the photo and hadn't got the clips on the bottom.
It wasn't cheap though - it cost me about £25 for all the pieces or correx. But one piece of that would, say, block of the stairs at the bottom, if you were in a hallway. You'd need something heavier to cover gaps under doors I reckon.