NavList:

1) lightning strikes are more than the simple discharge of electrical energy.  They also produce a pulse of RF energy.

2) Shielding your equipment from a direct strike will be a fools' errand.  No matter the insulating impedance, there will always be a discharge that will bridge the insulator, unless you get ridiculous.  You'll likely be fried yourself, but thank goodness your heirs will get your still good cell phone. Heh!

3) Shielding your equipment from external RF energy is exactly equivalent to shielding your equipment from emitting RF noise. RF energy does not know direction.

CONCLUSION: Multiple papers exist for the implementation of RF shielding in a commercial environment.  This is not lore, it is engineering.  The bulk of my experience in shielding is for the US military, among the best you can get. I can tell you frankly: Nothing is perfect, the RF energy is just attenuated to a certain amplitude.

4) The RF energy in a lightning pulse is broadband noise, ranging in frequency.

5) RF shielding must take into account the wavelength of the RF energy, as others have pointed out.

CONCLUSION: Since we cannot predict what frequencies/wavelengths are produced, we cannot determine the minimum size hole permissible as a function of wavelength.  Therefore, we can rule out a mesh shield and must use a solid shield.

6) We must know the energy level we wish to shield, in order to effectively define its characteristics.  Yet we cannot know the energy level of the RF strike as the proximity to the strike and the strike power itself are variable.  

CONCLUSION: Whatever shielding you do apply, can and will be overcome by a closer, more powerful strike.

7) RF energy crawls on conductive surfaces and not on non-conductive surfaces. 

CONCLUSION: the better the insulator, the tougher it is for RF to bridge the gap. The higher the impedance, the better.

So why should we bother?   It seems like we cannot protect ourselves from RF.  The closer, more powerful lightning strike will always overcome our feeble efforts.

Some shielding is better than none.  A solid (not mesh) box with an excellent conductive seal (conductive grease/gasket) will go a long way in keeping RF energy out.  The energy that does sneak through (remember, nothing is perfect) must then be forced to bridge another gap, to wit, the internal insulator. The higher the impedance, the harder it is for the RF energy to crawl on the surfaces of your electronic equipment.  

This is not a recipe for a 'perfect shield'.  Such a thing does not exist.  An imperfect shield is still better than sailing without a shield.  

The better, common sense advice is to not go out on the water if thunderstorms are in the area and to get off the water as soon as you can.  Your fishing trip  joy ride can wait.