You will always get gunge build-up there. You can reduce it a lot by not spraying lube direct onto the chain: instead, put the bike on a paddock stand, spray a little chain lube into the cap of a spray can, and 'paint' it onto the inside run of the chain with a clean 1-inch paintbrush. Spreads the lube around better and means far less overspray and fling-off.
Or, as someone's bound to post in a minute, fit a Scottoiler