You can password protect specific deploy previews in Netlify by using deploy contexts, which allow you to perform different behavior on selected deploys. This involves creating an _headers file that will be used only for deploy previews on specified branches, causing Basic HTTP Authentication to be enforced for the entire site in those previews. The process involves setting up a Makefile and netlify.toml file with specific commands and contexts to achieve this functionality, which can then be adapted to other tooling used by developers.