Doug,
Is your engine getting up to the appropriate operating
oil temp with the
oil cooler connected? I drove my car about 4,500 miles with no screen on the
oil cooler and I never picked up any bugs or rock dents. You many not need to cover the oil cooler. BTW - My radiator screen picks up bugs/debris all the time.
At the beginning of the winter, I blocked the oil cooler off completely with some rubber sheeting because the engine oil temp wasn't high enough. I just built version 2.0 that has (4) 1/2" holes to allow some air flow as the spring temps rise.