My bun did this as well, primarily because she always wanted to dig in her litter box. I also got the screen from BB and it probably would’ve worked really well if Oreo wasn’t so dead set on moving the screen to dig
I ended up getting this large size of this corner litter box that they have at petsmart
http://www.petsmart.com/product/index.jsp?productId=2752717
It worked for us because the white plasic piece snaps over the lip of the box so that even if she tries to pull on the grate, it won’t completely come out. It’s not as big as I wanted it to be but the large one is an okay size for my 3lb bun. I’m not sure how big your girls are, but it might be worth checking out
EDIT: I should also mention that the grate on this one is designed to let poos fall through into the litter so it’s not as easy to clean as the BB screen where the poos just sit on top of the screen and you can dump it out without having to scoop out litter as often. I don’t know if this matters to you but to me, the extra bit of cleaning it takes to use this one was a small price to pay if it meant keeping the poos and litter IN the box 