I installed insect screens on the outside appliance inlet/outlets. This include the Refrigerator covers (top/bottom), furnace exhaust, and water heater exhaust. They are Camco brand (links to Amazon for reference):
Refrigerator: Camco 42139 RS620 Flying Insect Screen for Dometic RV Refrigerator Vents (Required 2 packages, one top and one bottom cover)
Furnace/Water Heater: Camco 42150 Flying Insect Screen - WH 200,4.5" X 4.5" X 1.3" (Required 2 packages, 1 for each exhaust)
Refrigerator: The install was pretty simple and easy. The refrigerator screens didn't include enough nylon ties to tightly attach the screens (in my opinion). It included 6, but I used probably 2 to 3 times that to make sure it fit tightly all around without gaps. In my case these were a perfect fit, so no trimming was required, like some have said they needed to do. Just need to be careful not to install upside down, which leaves gaps where there shouldn't be. The ones I got are a perfect fit, and are reinforced at the right places to not leave any gaps. No mud daubers are getting in.
Furnace/Water Heater: These come with springs and a tool to push through the screen and stretch and engage the spring onto the furnace exhaust. I did the same for the water heater exhaust initially, but then realized that if I wanted to open the water heater door, I would need to take off the screen every time. So I got a small drill bit and drilled a hole on opposite (diagonal) corners of the door opening to stretch the spring into place, and attached the screen to the door. I used a dab of black Testers enamel paint to seal up the bare metal where I drilled. Now I can open the door to drain the tank, etc while leaving the screen on. I didn't do this with the furnace, because it's not a door, and I don't expect to be opening it often. I made sure to stretch the springs to keep enough tension to hold them pretty firmly in place. Both fit perfectly.
I understand that some are wary of putting these on, thinking these will restrict air-flow, but I don't think this is of much concern. Where I am, mud daubers are more of a concern, and they're not getting in here.
Total cost was about $65, not including the additional nylon ties and the Testers enamel paint I had already.