It's not necessarily about the size of the hole so much as the surface area blocked by the space between holes. Any grill will affect air flow, but most should have minimal impact while driving. Unless you already have heating issues or are on the cusp of having them, you shouldn't need to worry. Expect IATs to increase at lower speeds.
I ran a couple of different grills for a few years without it noticeably affecting daily driving. One was just mesh from Home Depot; the other is the one shown below. I chose to remove them for my track build.
