...why?
The sparks are always going to get out no matter how much you try to shield them and then you won't be able to see where they go. The better solution is to fireproof your surroundings or be aware of where you are throwing sparks.
I can definitely see the value in a light-weight welding screen! Once upon at time, long, long ago, I was working on a welding project on the concrete apron outside of my garage. I was happily grinding away prepping, cleaning up, and dressing welds … all being done with the overhead garage door closed.
About two weeks later, my wife came home and started griping about the rusty garage door and asking me about the best way to repaint the door. I was skeptical of her complaint so I went to check it out. Indeed, the door was covered with rusty spots … but it wasn’t the door that was rusting. It was the thousands of steel grinding sparks/shards/grit that had imbedded themselves in the door paint!
A simple screen (or a good dose of common sense) would have saved me from a LOT of tedious door refinishing!