Maybe you could use something like a muffler clamp around the pipe at the front and the back, then have holes in the cover that fit onto the U bolt threads. A longer U bolt, like threaded rod bent around the pipe to fit into the steel bracket part of the clamp with a couple nuts on that holding the clamp firmly in place on the pipe, then slide the cover over the U bolt, and add a couple of those stainless acorn nuts to hold the cover. If you bolt the cover to the pipe, a simple curved piece would probably work out pretty well. At least 2, and maybe 3 clamps per side would work, the hard part would be to position it so the cover is level to the rockers, front to back. The nice part of a cover bolted to the pipe is you can make the cover as long as you want it.

As far as the cover, thicker aluminum might work OK, as long as its not right against the pipe, my concern with thin aluminum would be its ability to withstand the heat and keep the form. I would think the aluminum wouldn't hold up as well as the stainless, and probably wouldn't look as good as long, but it would probably be better looking then the pipe. You may want to consider looking into plain perforated steel painted high temp silver or high temp black. I would think the steel would hold up to the heat and keep the form better then thin aluminum, and you may have more choices with the steel.
None of that perforated metal is cheap these days, heck, not even simple 20 gauge sheet metal is cheap anymore. Gene