How do I prevent oxygen interfering when I prepare a FeCl2 solution from anhydrous FeCl2 powder?
See if your group or an other (e.g., organic / organic catalysis) has a Schlenk line.  With some training, this allows you to reduce the interference of oxygen greatly, because you may evacuate your reaction flasks and to replace the air by an inert gas such as nitrogen or argon.  Nitrogen is relatively cheap because it equally is used for welding (as gas) or for cooling (think e.g., NMR spectrometers).  Argon gas, on the other hand has the advantage of a density greater than the one of air, thus you may cover and protect your substance under a blanket of argon.
Then, search for Schlenk flasks.  You identify these quickly for their connector to said Schlenk line. Besside round bottom flasks and tubes (a gallery, a second one), there equally are Schlenk flasks to perform a pressure filtration while working under argon enclosing a filter plate (example).
Then, degas your solvent.  In HPLC, bottled solvents for example are placed in the basket of the ultrasound bath while purging them with a steady, slow flow of argon to remove dissolved oxygen.  Do this for your deionized water.
Weigh in $\ce{FeCl2}$ in your dry Schlenk flask, and add the deionized water prepared under the inert gas.