E.E.
Don't worry, this is not pica. I know tons of kids who chew the crib rails (including my extremely healthy 1-year-old breastfed son who eats everything, including veggies) and it's because they are teething, not because they have a nutritional deficiency. I got the cloth ones that velcro on (the Leachco brand) I put them on so the velcro is on the outside and my son can't reach it. I just bought an extra one, cut it in half, and had my mother sew up the cut sides. They fit the sides rails perfectly. My son has left the back rail against the wall alone, so I didn't bother covering that part. My sister-in-law tried the hard plastic things from Prince Lionheart and said they fell off all the time.
She also tried the jelly sticky kind but said it didn't stick well. I was a little wary of it. I don't want my son chewing on gummy plastic like that and ingesting chemicals. Plus when you remove it, all the adhesive gets stuck on the crib.
Here is the one I bought and I really like it. It washes well too.
http://www.toysrus.com/product/index.jsp?productId=3357378