I have not been using a bandage wrap or any method to prevent turtling from happening when I'm at the gym. I remove the wrap before I start to work out, and then re-wrap it when I'm done.
If you wrap for elongation all the time besides at the gym, I think you are good. You are only at the gym max 2 hours.
If I would work out with a bandage wrap, it would become soaked with sweat, and I would need to have 2 diffrent bandages with me, and then rinse through the wet one (with hand soap) when I get home.
I'm not willing to add that complexity to my wrapping, it's to complex already. Just easier to just remove the wrap before working out.
But
@hugh-girth suggestion can work. But I haven't tried it.