I used mesh exclusively for several years. Never had a problem with shattering BBs. Even if you did, by the time it impacts your mesh it loses most of it's velocity, anything that makes it through would just be a minor annoyance. You just want to be careful that you get the good stamped steel stuff, not the cheap mesh out of china that BBs shoot right through. Test it if you aren't sure.
One drawback of mesh that I found in southern California at OP Lion Claws, it doesn't protect your eyes from blowing dust. But we seldom have that problem in Oregon.