The solution was the safe-paste plugin for oh-my-zsh. This prevents anything pasted from being executed until I hit enter, so I can Ctrl-C and discard what I pasted.
Edit: This apparently does not work completely, because I could paste text (containing an embedded escape sequence) that would fool zsh. So I am back to the original question: How do I disable entirely pasting into my Xterm with the mouse? (The solution in general is to first look at everything in a text editor, but I want to avoid accidental pasting).