The screen is pretty specific as to sizing and material (sorry, I don't know the data).
It works on a principle invented by Sir Humphrey Davies in the 19th century to prevent coal mine explosions. There is always very fine coal dust in the air, and an open lamp (oil, acetylene, etc.) flame will set it off.
The improved "safety" lamp has a fine metal screen shielding the flame itself. It prevents the propagation of a dust flame inside the screen from passing through and blowing up the mine by losing its heat to the screen itself.
If you're going to make one, try to get as close to a real one as possible, especially as to mesh size. Too large a screen opening will do no good, and probably get noticed by CG.