One of the things you really need to consider is minimizing the difference in physical location between of the camera lens and the projector lens to minimize the amount you’ll need to tweak the mask you'll get from the IR camera. For this, I’ve had the best results slapping a Kinect right on top of a projector, but for that to work, the Kinect and the projector need to both be within a few meters of the performer(s), so the equipment basically needs to sit onstage.
The Kinect makes a great mask for this purpose when you use the openni plugin and set it to not show skeleton, hide background, and be in “ghost” mode. (The relevant inputs are called “colorize bodies” and “show skeleton”. You can also turn the “skeleton tracking” input