Just to clear up one thing – backpacking stoves don't work via the principles of a pressure cooker, at least not the ones we are talking about, or any lightweight one's I have ever heard of.
Yes you WILL lose heat via steam escape if you have holes in the lid. This is in fact the number one way heat is usually lost during the the boiling process, as well as in the re-hydration process if you are doing that. The more steam you see escaping the more fuel you are wasting. For example, way before you even bother with a cozy for re-hydration you should focus on sealing off the steam.
That said as Roger and others pointed out, having a few small holes is not too bad heat-loss-wise, and it allows for controled equilibration of the pressure. When boiling the steam is going to push out through the space around the lid, so you effectively have holes there too. If you are minimizing this subject to the constraints you are working with (if you really need a strainer then you need one), then you are doing the right thing. Again it has nothing to do with the pressure which is basically gong to be more or less in equilibrium with the ambient pressure unless, as was pointed out, the lid is clamped on or very heavy.
Pots lids like the jetboil ones, that grab on, presumably to catch the consumer making an impulse buy thinking it looks like a nice "self-contained" system, are ill-conceived IMO. But ill-conceived or no, they require holes so they don't fly off like a popgun half way through. I'm sure someone on the design team said "hey, if we add a few *more* holes we can tell them its a strainer". The result is a very heavy lid, and slightly more inefficient. Its a big price to pay every time you do a boil for the few times you need to strain something, and that just so you don't have to be a little careful when doing it with a normal lid. Fortunately the jetboil is at least a good fit for 1 cup ziplock bowl lids, and so a perfect substitute is available.
So for stove efficiency all you need need for a lid is something to minimize the steam escape, so the lightest thing that can take the heat, that "seals", but is loose-fitting enough to let the pressure equilibrate without anything untoward happening to causes a mess or scalded appendages.
With a loose-fitting light lid just put a rock or you spoon or something on top. If there are gale force wind you might have an issue, but it might be the least of your cooking concerns at that point.