I don't know what you can do to protect them, other than sleeve the plants they're on, if you're not willing to raise them yourself. Well, I guess you could stand out by the plants with a tennis racket and swat the wasps, also kill any stink bugs or assassin bugs you see. And even if you go to the trouble of sleeving them, wasps may get in anyway.
By the way, if you're in the East, they're black swallowtails, anise swallowtails only occur out West.

Sherry

Can I put an insect mesh around the plant? I had no idea wasps were predators?

I do have a fish tank. If I take them inside, won't they hatch in the dead of winter? Please direct me to some good websites on raising butterflies. My Butterfly Book is by Donald & Lillian Stokes.

Sherry is right rose. There really isn't anything much at all that you can do to ensure their future if you leave them out on the plants. Many many creatures eat butterfly eggs and caterpillars. Swallowtails very often overwinter as chrysalides. So, if you brought them in and got them to pupation, you could then move the container out to the garage where the winter's cold would keep them from eclosing during winter.
Angie