Lina,
If you are trying to inhibit the weevils from laying the eggs, stopping the females from getting to the pods just as they begin to swell is key (that’s when the females oviposit). My understanding is that the weevils crawl up the stems from the base. Bags might help, but the weevils could crawl into small openings. I read somewhere that sticky traps wrapped around the stems is effective, but have never tried it. A labor intensive solution but avoids insecticides. On our preserves we thought fire could help, but have not really seen that, yet. Timing of burning to reduce adult weevil populations and not deter flowering/fruiting of Baptisia may be key. Anyway about it, they can really ruin a seed set. Hope you find some solution that works for you! And do share what you try.
Cheers,
Mike