it could fall through only if you suck the air too strong. Do it gently and nothing will fall through. just let the warm air go through the mesh with spice, the spice will nicely melt into it. I have done it many times and it never fall through the mesh.

I also started doing it the way you planed but it is just to much hassle. you have to heat the mesh first, than quickly while still hot put the spice on it. sometime it would not even melt cos I did not have enough time to put the spice on it   that's why I started doing it as I described and it always works.