I just ordered two different sizes of stainless steel wire mesh from the link provided by Tex. (Go to McMaster-Carr.com and type "screen mesh" in the find box. This will bring up a wide variety of materials and grades, even precut discs. The "High-Volume Lightweight-Particle-Filtering Stainless Steel Wire Cloth", aka bolting grade in 304 stainless seems to be the best bang for the buck.)
High-Volume Particle-Filtering Stainless Steel Wire Cloth, Woven, 304 Stainless Steel, 54x54 Mesh, .0055" Wire Diameter, 12" X24" 54 × 54 0.013" - 49% open area - 0.0055" wire diameter #9230T41
High-Volume Particle-Filtering Stainless Steel Wire Cloth, Woven, 304 Stainless Steel, 30x30 Mesh,.0065" Wire Diameter, 12" X24" 30 × 30 0.0268" - 65% open area 0.0065" wire diameter #9230T28
I'll let you know what I come up with once I can incorporate vents using this wire in a few roach enclosures.