There is nothing your PE teacher can do if you turn up wearing bandages. That shouldn't even be something they need medical evidence for because they aren't making accommodations for you. Much like a plaster but on a bigger scale. Making your teacher aware however might help with them being more lenient with you when you're wearing bandages because that signals to them that your skin will be more delicate and possibly painful so you might need to take it easier to reduce the pain and damage. If you're worried about your peers seeing the bandages it might be worth also asking, depending on the location of your bandages, if you can wear a PE kit that covers more skin. I got permission at school, admittedly not for my eczema but another condition that was worse at the time, to wear joggers and a long sleeve top rather than the polo shirt and shorts that were strictly required of everyone else. All anyone ever had to say was that they were envious! If you're nervous get your parents to contact your head of year/form tutor to explain and they can speak to your PE teacher and make sure they understand without the stress falling on you.