The Prophet ﷺ would contact and embrace any of his wives while she was menstruating. She would wear the wrapper up to half the the thighs or cover her knees with it.  

أَنَّ رَسُولَ اللَّهِ ﷺ كَانَ يُبَاشِرُ الْمَرْأَةَ مِنْ نِسَائِهِ وَهِيَ حَائِضٌ إِذَا كَانَ عَلَيْهَا إِزَارٌ إِلَى أَنْصَافِ الْفَخِذَيْنِ أَوِ الرُّكْبَتَيْنِ تَحْتَجِزُ بِهِ  

embraced her.  

كَانَ رَسُولُ اللَّهِ ﷺ يَأْمُرُ إِحْدَانَا إِذَا كَانَتْ حَائِضًا أَنْ تَتَّزِرَ ثُمَّ يُضَاجِعُهَا زَوْجُهَا وَقَالَ مَرَّةً يُبَاشِرُهَا  

Khallas al-Hujari reported: Aisha said: I and the Messenger of Allah ﷺ used to pass night in one (piece of) cloth (on me) while I menstruated profusely. If anything from me (i.e. blood) smeared him (i.e. his body), he would wash that spot and would not exceed it (in washing), then he would offer prayer with it.  

سَمِعْتُ عَائِشَةَ ؓ تَقُولُ كُنْتُ أَنَا وَرَسُولُ اللَّهِ ﷺ نَبِيتُ فِي الشِّعَارِ الْوَاحِدِ وَأَنَا حَائِضٌ طَامِثٌ فَإِنْ أَصَابَهُ مِنِّي شَىْءٌ غَسَلَ مَكَانَهُ وَلَمْ يَعْدُهُ ثُمَّ صَلَّى فِيهِ وَإِنْ أَصَابَ تَعْنِي ثَوْبَهُ مِنْهُ شَىْءٌ غَسَلَ مَكَانَهُ وَلَمْ يَعْدُهُ ثُمَّ صَلَّى فِيهِ  

Umarah ibn Ghurab said that his paternal aunt narrated to him that she asked Aisha: What if one of us menstruates and she and her husband have no bed except one? She replied: I relate to you what the Messenger of Allah ﷺ had done. One night he entered (upon me) while I was menstruating. He went to the place of his prayer, that is, to the place of prayer reserved (for this purpose) in his house. He did not return until I felt asleep heavily, and he felt pain from cold. And he said: Come near me. I said: I am menstruating. He said: Uncover your thighs. I, therefore, uncovered both of my thighs. Then he put his cheek and chest on my thighs and I lent upon he until he became warm and slept.  

إِحْدَانَا تَحِيضُ وَلَيْسَ لَهَا وَلِزَوْجِهَا إِلاَّ فِرَاشٌ وَاحِدٌ قَالَتْ أُخْبِرُكِ بِمَا صَنَعَ رَسُولُ اللَّهِ ﷺ دَخَلَ لَيْلاً وَأَنَا حَائِضٌ فَمَضَى إِلَى مَسْجِدِهِ  

When I menstruated, I left the bed and lay on the reed-mat and did not approach or come near the Messenger of Allah ﷺ until we were purified.  

عَنِ الْمِثَالِ عَلَى الْحَصِيرِ فَلَمْ نَقْرُبْ رَسُولَ اللَّهِ ﷺ وَلَمْ نَدْنُ مِنْهُ حَتَّى نَطْهُرَ  

Ikrimah reported on the authority of one of the wives of the Prophet ﷺ saying: When the Prophet ﷺ wanted to do something (i.e. kissing, embracing) with (his) menstruating wife, he would put a garment on her private part.  

عَنْ بَعْضِ أَزْوَاجِ النَّبِيِّ ﷺ أَنَّ النَّبِيَّ ﷺ كَانَ إِذَا أَرَادَ مِنَ الْحَائِضِ شَيْئًا أَلْقَى عَلَى فَرْجِهَا ثَوْبًا  

'Aishah said; The Messenger of Allah (May peace be upon him) would ask us in the beginning of our menstruation to tie the waist-wrapper. Then he would embrace us. And who amongst you can have as much control over his desire as the Messenger of Allah (May peace be upon him) had over his desire?  

كَانَ رَسُولُ اللَّهِ ﷺ يَأْمُرُنَا فِي فَوْحِ حَيْضِنَا أَنْ نَتَّزِرَ ثُمَّ يُبَاشِرُنَا وَأَيُّكُمْ يَمْلِكُ إِرْبَهُ كَمَا كَانَ رَسُولُ اللَّهِ ﷺ يَمْلِكُ إِرْبَهُ