I did the same thing as Vann and/or Laura and made homemade screens. I bought a piece of stainless steel screen - about 1/8th" mesh - and installed it on all the openings for gas operated appliances. I chose stainless because I was concerned about the heat exposure for the heater and water heater vents. For the furnace, I put it under the face plate that is held on by screws. For the remainder, I used 18 ga. stainless steel wire to fix it to the existing openings.
For the water heater, I also extended the deflector for the exhaust so it touches the metal door when closed. I was concerned that the hot gasses would go between the door and the fiberglass exterior wall with the added airflow resistance due to the screen. Now, the wall stays cool when the water heater is fired up.
The most time consuming installation was the vent doors for the refrigerator compartment. I made a template from a piece of cardboard to cut the 16 pieces of screen that fit up into the bottom side of each vent. I was going to put it on the other side with an easier installation, but i wasn't going to have enough screen so made a change of plans mid-installation.