Take a drinking straw that is slightly larger in diameter than the slot in the ram the priming arm goes into. Cut the straw at an angle matching the outside of the ram and just long enough to fit inside the slot without interfering with the ram's travel, and press it into place, with the flat portion of the straw immediately under the shell holder. This will direct the spent primers into the tray, but you'll have to remove the straw to prime on the press.
I do brass in large batches and clean all primer pockets, so this isn't a problem for me. When I prime on the press, I just remove the straw for that operation, and put it back when I'm done. Or I use a Ram Prime unit.
Hope this helps.
Fred