Alright so firstly you need your bases. Since it is deathwing they are terminator bases. But you could do this with any size base in theory. What I used to get the grate effect was plastic screening for doors. Why the plastic one? Well the metal screen doesnt bend it will just kink. Also the metal one can cut or rip your skin so the plastic one is safer. Anything will work for grating though if you don't have window/door screening you could use stitchery canvas which most art supply places should have. That also works very well. As in the picture lay the screen down and then apply a small amount of pva glue all over the base and push it down onto the screen. Less is more! This is because the glue will bleed through the screen so do this on a glass or glass like surface as they clean easier and you can get the screen off the glued table part easier.
Alright After letting it dry for at least 8 hours or more (I suggest a full day) you are ready to trim them off. The best way to lift the bases is from the screen that way should it be stuck to the table a bit from the glue (and by the way you should periodically lift the screen from the table and clean any glue off the table to be safe). If you grab the bases them selves you could pull them off the screen if not careful. Then with a xacto or hobby knife (a scissor or razor could even work.) cut around the outside of the base to free it from the screen. A cutting mat is preferable. As you can see with the picture above you do not need to make it perfect. Any excess screen can be clipped flush with hobby clippers. Should some screen lift from the base you can make spot repairs with superglue.
Alright after you trim the screen flush with the base its time to add some. Plasticard works great for this. Cut some strips of card longer then the base and glue it to the base. Once dry clip it so it is flush with the base. Add as much or as little as you would like. You can even add extra bits like unused rhino doors to represent a door blown out or ammo crates etc etc.
Once your done its time to paint. Start with a black base coat to every part of the base. Be sure it gets between the screen to the base itself below but do not clog the screen with paint. After that drybrush the entire thing with boltgun metal. be careful not to get too much down on the actual base. After that paint the accent parts whatever you want. I suggest some plasticard strip be painted some color to make the base pop and not look monochromatic and boring. After that semi drybrush some bestial brown over areas to give a weathered grime look (this is a space hulk after all). Add some blood spatter if you want then wash the grimy areas and a bit of the non grime areas around the grimy section with devlan mud. This will make the grime. Once that is fully dry give a nice heavy wash of badab black over the rest of the base with a bit of an overwash into the grimy areas. This makes the metal really pop and show the grating. it will also cover an bolt gun drybrush that got onto the bottom of the base.
And that's pretty much it. Don't worry about the pva glue clogging the screen it wont as long as you do not add way too much. Remember less is more. Well hope you enjoyed and this is just my way of doing it. There are other ways out there. Take care.