The wire won't get hot enough to hurt your reptile, providing that you make it big enough to keep away from the very intense heat near the bulb. So no smaller than one you would buy.
If you want to make it cooler I suppose you could paint it white with some kind of non-toxic paint. Not sure if they do hammerite in white though. Just don't use anything that gives off nasty smells / fumes when the bulb is on full power.
Homebase/B&Q garden centres sell the 6mm (and larger) galvanised mesh in sheets for about £4 each.
You can 2 decent sized guards (big enough for 100w ceramics) from 1 sheet, so you could do all 5 for about £15 including screws and bits.
I make all mine from this stuff - dead easy to work with and really sturdy once screwed in place.