I sprayed it with Simple Green HD cleaner, let it soak, rinsed with the pressure washer, sprayed it a second time, let it soak again, then rinsed again with the pressure washer. I use a moderately wide tip and try not to blast too closely but no, I do not cover anything. Then I use the leaf blower to dry the engine as well as I can. Then I wash and dry the SUV before I start it.
Once finished I used 304 Aerospace to clean and protect the plastic and rubber. Doesn't attract dust.
I have cleaned engine bays like this for 40 years and haven't had an issue yet. Doesn't mean it can't happen though.