I used "Leaf Guard" or "Gutter Guard." (I don't remember what it's called, but you put it on top of the gutters on the house so that leaves don't get in the gutters and clog the downspout.)
It comes in a long roll, and is about 6 inches wide. I stapled it to the canopy so that it "completed" the 4th wall of the canopy. The bottom edge sat just inside the lip of the plastic trim.
(The diagonal on each square is about 7/16 in. If it were horizontal, I bet some smaller fish could squeeze through. But, since it's vertical, it worked great!)