The standard materials naturally accruing waves cannot. Lead for example. Metal will still react to microwaves. The waves he generate are the same from X-ray machines, microwave ovens, etc. so whatever people use to protect from those will work against his. 


From my basic research lead is good against most of them.
Tungsten, bismuth, and tin as well. And then artificially carbon shielding with energy absorbing properties. You could probably make up a sci-fi material using those elements if you need to. 

Microwaves have barely any perpetrating power and just heat most basic building material.
Radio waves can be blocked by conductive material. 
Light is blocked by all no translucent sources.
Infrared is blocked by conductive material (ie copper and aluminum)
UV is blocked by solid building material or ozone
X-rays by lead, tungsten, bismuth
Gamma is near impossible in a tight setting. You’d need several feet of lead. But it’s very hard for Lance to produce them. He can’t accidentally do it. And he is usually not successful. He’d have a better time turning X-rays into gamma rays since something else is exerting energy to produce them.