The amount of sanding/prep depends on the quality of the mould.. if there are minimal defects in the mould then the bar should be relatively smooth and will only need a light sand and then a good undercoat then another sand and then final painting.. or if its shagged you will need to use body filler to fill any little pinholes or porosity the fibreglass has and any scratches etc. then sand and prime and sand and paint.. but at a minimum you'll need to go over it with some wet and dry sandpaper and if it aint too bad work around the 1200 - 1500 mark. if it needed a fill here and there then those bits will need to start at around 600-800 then work to 1200 -1500 then prime and sand with 1200-1500 to smooth out any blemishes and rises in the primer then final painting..
Try the search function for "painting prep" or things along that line there is a few threads on sau about general paint prep..
As for the mesh i held mine on with some auto silicon. simple fold over the vent edges on the inside of the bar then glue then let dry and hey presto mesh is done
Hope that helps,
Corey