I have attempted to shoot mechanical heads through the shoot-through netting in question. It can and will prematurely open the blades on almost every occasion. This can and will affect your intended point of impact. How much depends on a variety of factors including but not limited to the specific mechanical broadhead used as well as the distance that it is being shot at.
Considering the above post, why don' t you email Double Bull and see if they can send you some of their shoot through netting for your Brickhouse. It would still be cheaper than buying one....