The conquerers will spawn on tiles within your territory without units in them. I just position a unit on each non-jungle tile. This will protect you as the Maya. As the Aztek, you have a lot of land and a lot of Dog Soldiers, so it's very tough to accomplish if you are also expanding your territory. As the Inca, a mountain or two will deform to a hill when the Europeans arrive, which their soldiers will spawn on if no land is left, so the trick doesn't work as well for the Inca. However, if you settle Venezuela and block all tiles with units, you can still cock up the Euro's conquest plans like this:
(I know, it's an exploit, but it's still fun to do - if you'd like to play "fairly," just do what Hoplite Joe said and spam Longbowmen and catapults.)