For a long time my crew has used the same mesh (2″x2″ 14 gauge welded wire mesh) for shaping bales around window and door openings. It has always worked very well; however, I have recently found a situation in which that can be quite problematic for the plastering process.
If the straw is not packed tightly into the mesh, there is not enough backing for the plaster to hang on. On the other hand, if the space if packed too tightly, then the straw tends to lay very flat to the mesh which does not provide enough tooth for the plaster to attach to. Unfortunately, this need for the perfect stuff can be difficult for the first time baler and can have very frustrating results in the end for the plaster crew. This is especially true on the lids above the windows and doors on the interior of the home where the mud continuously falls off, time and again.
One way to deal with this is to use blood lath (plaster lath) as the shaping material for shaping bales around windows and doors. I do not think this would be needed on the sides of the openings as a little persistence usually provides solid attachment for the plaster, no matter what the stuffing because the mesh itself can support the plaster. The blood lath is dangerous to work with and a bit pricey, but in the end you will likely be happy that the mud is actually staying where you place it. Another key is to make sure the plaster is sticky. For example, if using lime plaster, make sure that you have a lime rich mix for above the windows and doors as a sandy mix will not adhere as well as a lime rich one.