Not a problem at all. The force generated by the muzzle blast would probably punch a hole through the screen before the bullet even hit it. Remember, the bullet is pushing out 24 inches of air at 3000fps on its way out.

We shot a deer through the screen with a 30-06. The deer was 50 yards out and was hit perfectly. In the screen, there was a hole of about 3/4 inches in diameter, with melted edges. No fire.