I use two devices to protect my lock in inclement weather - both are easy and have different applications. Sometimes I use them together.
(1) cow's knee - I much prefer a soft cover that just lays on the lock rather than a hard, molded thing. Take a thin, supple piece of hide or leather, cut in 6-8 inch circle or oval (esp. if you have a long lock). Next cut a triangle out of it with the point in the center of the circle or oval and the wedge only about 10 degrees or about 1 inch of the perimeter. sew the two edges together along the triangle cut and you have what amounts to a cone that should sit perched on top of the cock over the frizzen/pan , etc. I have a short length of rawhide string so I can tie mine to my trigger guard. The great thing about this is you can just flick it off your lock when your ready to fire and it's light and quiet enough to just hang from the guard if you don't need it.
I use this most often in any foul weather - rain or snow. Only downfall is it blows off easily in a strong gust and won't stay on well at all if moving through vegetation.
(2) the shank of a wool (NOT COTTON) sock. Just cut to length to cover entire lock area from the head of the frizzen spring back to tail of the lock area. When ready to fire, just pull it back to the wrist and it should be out of the way. I used to use this by itself, but have gotten away from that because it will snag on my rather tall cock screw and because heavy rain or wet snow will pass right through the weave. An exception is in cold cold weather with light, fluffy snow. In very wet weather, I will use both, the cow's knee on the bottom and the sock shank pulled over it.
I should mention that perhaps the best thing you can do if you're going to be hunting in bad weather is change your prime regularly. I change every 10-20 minutes in damp weather and every 5-10 minutes if precipitating rain or wet snow. Also consider using 3F or even 2F instead of 4F (they absorb less moisture because of granule size).