I seem to recall that even BMW offer a nice long "sausage" bag that you can strap onto your bike... No idea on price - but I'm sure it's not going to be the cheapest one.
You could use Ortlieb dry sacks attached with compression straps. I've tried this arrangement and it works on the RH pannier. The LH pannier is tricky due to the exhaust as you can't strap around the entire pannier. Haven't sorted that problem out yet - it probably requires some eyes fixing to the panniers.