Gary, you can find a lot of them on ebay or Amazon. Just look for organza or jewelry bags. According to what I read about annona seed borers, they only deposit eggs when the fruits are small, so you can buy the standard bag size (4x6"?), and remove them when the fruits get bigger. Here's an article about the seed borers.
The Annona Seed Borer, Bephratelloides Species
Bephratelloides spp. develop strictly in Annona seeds. Economic damage occurs when the adults chew their way out of the fruit, creating a 2 mm diam tunnel that provides entry for other insects and decay organisms. Bephratelloides cubensis is thelytokous, reproducing without males. It has approximately 4-5 generations per year. The egg stage lasts 12 to 14 days, the larval stage 6-8 weeks, the pupal stage 12-18 days, and the adult rarely lives beyond 15 days.
Bephratelloides cubensis prefers to oviposit in fruits ranging from 1.5-5.5 cm in diameter, which corresponds to fruit ages from 3-7 weeks after bloom. Although fruits larger than 5.5 cm are probed, when B. cubensis populations are high, most of these attacks do not result in infestation. Preferred fruit sizes presumably correspond with seeds that have not yet hardened and are easy to penetrate with the ovipositor, while the seeds of older fruits are probably too hard to penetrate. Larger fruits may be less preferred because the distance from the fruit surface to the seed may exceed the length of the ovipositor. The probes in young sugar apple and atemoya fruits look like dark pinpricks surrounded by a round whitish patch, and are visible for about two weeks; in older fruits the whitish patch does not appear, and the probe marks are permanent and often ooze sap.
Oviposition activity by B. cubensis begins at about 9:00 h and continues throughout the daylight hours with peaks in activity around 12:00-13:00 h. The wasps spend the night on the underside of leaves on their host trees, and move to the upper surface at sunrise. Flying individuals can be observed soon afterwards and throughout the day.
http://edis.ifas.ufl.edu/ig166