I've had a PocketRocket for about umpteen years, well OK 6 years and probably a couple of hundred trail days. Never used a windscreen. When its particularly windy I sit behind a boulder and block the wind from the other direction with my body.
Does this method work perfectly? No. Does it use a little extra fuel? Probably.
I cook a lot on the trail, three sometimes four times per day, as in breakfast, lunch, dinner and hot drinks. Consistently use no more than an ounce of fuel per day. It means that on all my weekend trips I can get by easily with just one of the smallest size cannisters.
For my weeklong adventures I take the larger size cannister, but even if I had a windscreen I probably wouldn't be able to get by on a small one.
So worrying about a windscreen for the very few trips where it would actually make a difference seems unnecessary to me.