This is the stuff I'm talking about, but try to find it with smaller squares.
But cut it in a circle that will fit your exhaust, mark the 3 bolt holes, and just cut one small wire so the bolts will fit through, I'm guessing the bolts will not fit through the mesh squares, hence cut one to make bigger hole... Put the screen on first, then the end cap, then bolts and it should be good to go. It it rips from exhaust pressure, I doubt it, but it might, make it into a cone shape, with the cone tip facing towards front of exhaust.