Two suggestions:
I have most of my lilies in a "corral." It's a rectangular box built from PVC pipe, spray-painted black and then covered on all sides but the top side black plastic screening (like for a porch, or sun screening). It sits on milk crates in my pond, and protects the lilies. I also keep my fancy fantails, google eyes & orandas in there. Make sure there is enough room between the corral and the sides of the pond, for the fish to swim around the corral.
For a lily that is in the middle of the pond, I got a black plastic laundry basket, cut a hole in the bottom, and put it (weighted with rocks) over the lily pot. The stems grow up through the hole and reach the surface of the water. Small fish can swim through the basket, but the large koi cannot. My lily is doing great! Some pads float over the top, and the fish sometimes mess with those, but there are plenty more inside the confines of the basket, and the blooms are totally safe from the koi.