The prox key for my Subaru is blocked by a double-layer of aluminum foil. I take the valet key out, wrap the fob in foil and leave it in the driver side door. Lock door via an inside door lock button and close, take valet key with me on the dive. The only problem is the alarm goes off when you open the door with the valet key, hence leaving the fob readily accessible so I can quickly unwrap it and turn the alarm off.
Alternatively, if it's daytime and I can discretely do it, I'll stick a rare earth magnet in the tinfoil/key burrito and stick it somewhere up under the car, so I can later unlock via the fob after diving and not get blasted by the alarm and drip saltwater in the car.