Using plastic bags just sends more things to the landfill so I try not to use them. Wrapping your rust dyed piece tightly with plastic will restrict the oxygen available. I had an interesting talk with a chemist at Midwest Fiber and Folk Art Show. He said iron oxide formed with less air is black, iron oxide formed with a lot of air is reddish. This might open up a whole world of experimentation for someone.
Would that be you?