Basically the only choice is not leveling near Messangers/Aides/Kings. Limits you, but the only places that you HAVE to go through those characters are usually low level places. The higher leveling zones have very few to matter.
The only trick I found, since I was trying to keep Lab Diamonds was to place the name of the item in my Pick Up A slot. Even though Pick Up All is selected, it still reads whats in that Slot A.
It wasnt 100pct, but more than often it got them.