I spray in my bathroom and noticed that by using a fan, all the overspray starts clogging up the fan. So in the spare bathroom, I erected a wooden frame, lined with plastic, and I go inside to spray with a mask on. I let the overspray just fall down and also coat the plastic sheeting on the walls. When necessary, just replaces the entire plastic liner. This way, all of the spray in contained within the plastic lined frame in the bathtub.
Since the spray isn't harmful (ie. not chemical), there is no issue with just letting it fall down as long as it isn't going into your lungs I guess and coating your throat. By getting an exhaust fan, it will all just get coated and so its easier to let the spray coat the plastic sheeting which is easy and cheap to replace. Lights are also on the outside so they shine through the clear plastic so they don't get coated either.