covering a baseboard heater gap and fire hazard
I would not mount an electric baseboard heater on wire mesh.  Baseboard heaters have UL listings for installation and I doubt wire mesh is acceptable.
That wire mesh could heat up and catch the drywall paper on fire (or any paper that falls behind the unit.) The heating element is held out (away from) from the metal baseboard heater enclosure for a reason.
I’d seal the openings with plaster. It doesn’t have to be pretty, it’s going to be covered.