Easiest shield to erect would be...
...a cloud of sand or smoke particles. Also the hardest to keep on station. Intuitively, the material should be chosen to best scatter the radiation rather than block it, to get more bang for bucks-worth of mass. Or maybe Whipple-shield philosophy works here, where a thin and otherwise inconsequential blocking shield is sufficient. Dunno what works best to scatter or block gamma, though, or even if it is feasible.