I really think the possibility is very remote, but if anyone is really worried then simple precautions should be enough. Any cuts, no matter how small, should be covered by a waterproof dressing - but you should do that when handling raw fleece anyway, to prevent infection of any sort entering the body through a break in the skin.
Spinners should also only buy their fleeces from a reputable fleece producer, who wouldn't be offering a fleece from an animal with orf for sale (or of course, grow your own). Getting a free fleece from 'a farmer' who hasn't been thinking of hand spinners when his animals were shorn, would pose more of a chance of getting orf from the fleece than from someone who is in the business of providing fleeces to craft workers. That is not to criticise larger producers, but under normal circumstances with fleeces sold to the Wool Board, they would expect scouring (washing) would surely destroy any residual virus. So someone who doesn't normally supply fleeces to hand spinners would have no idea which fleece belonged to which sheep, let alone if it had orf, when rummaging through the wool sheet for a single fleece.