11 years ago, I thumbtacked shower curtains around my bird room. It kept parrot splatters from touching the walls, but when I moved (recently) I took them down and discovered that's where the seed moths were laying larvae. The seed moth mess mostly brushed off walls easily, but still, disgusting. Kept me from having to paint though.
Current solution: Since my CAG expects to be covered at night, I just leave the cover on (basically a black flat bed sheet held onto back/top of cage with clothespins). I just roll the sheet back 85% or so to uncover each morning. I find that sheet on the back of his cage really keeps down a lot of splatters. Plus, the sheet is easily laundered.
Guess this trick only works if your cage is against a wall anyway.