Amazon.com: Tosnail 20 Pack 7 Count Clear Plastic Mesh Canvas Sheets for Embroidery Crafting - 10.5" x 13.5" : Arts, Crafts & Sewing
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This stuff is really useful. You can line a large container with big holes in them like my pencil baskets and milk crates, or you can build the box out of this stuff itself. It cuts really easily and small zip ties can fit through the holes to easily hold them together, or you can use glue. You can also make cylindrical baskets with it if you like, since it's pretty flexible. The smallest pieces of clay may fall through it, but I haven't had a lot of spillage. I lined other containers to have more rigid baskets.
The planter baskets with a lot of holes in them are excellent too from what I've heard. The main thing is to make sure it's porous but won't just spill the clay.
Edit: found the planter baskets
Buy Cobalt Aquatics Square Planter Basket: Planters - Amazon.com ✓ FREE DELIVERY possible on eligible purchases
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That mesh is also what I use in my substrate to protect my plenums from digging cichlids. I cut and tied a few pieces together to make a single sheet the size of the footprint of the tank and cut out a hole for the plenum lift tube. Put down the UGF and substrate for the plenum, including a layer of clay and laterite, put this over it, then put another inch of substrate over that. Cichlids can only dig down until the mesh, the water passes through it for the plenum no problem, and it gives plants a chance to root down where they're harder to dig out.