Screening is the use of less valuable (and usually more fragile) units to protect other units from harm.
An exampel from the navy is the use of destroyers and other escorts to guard a carrier from submarines and other evildoers
In Mordheim screening usually takes the form of henchmen interposing between heroes and the enemy. The problem here is that the screening models usually are so weak that an enemy hero can charge a screening model and take it OOA most of the time. This gives that hero +1 xp and you are one model down. Neither of this is good.
The solution to this is to make sure that if the screening models are attacked, then the models that was screend can get into combat with whoever did it.
I prefer to use the cheapest usefull henchmen as a screen.
As Witch Hunters the ideal choise is wardogs as they are cheap and are fast enough the move to where they are needed. The fact that they are good fighters early on in a campaign are a bonus.
As Sisters of Sigmar I use sisters with 2 maces, a sling and nothing else. This weaponmix is effective and cheap. I could give them fancy armour and weapons that would give them better chances of surviving in combat, but I don't think this is costeffective. Besides my heroes are the ones who should kill and maim.
I don't want my heroes getting charged! Getting charged should equal fighting someone that are better than you - why else charge?
What I want is to get my heroes to charge the enemy I choose.
In order to protect my heroes from being charged, I have adobted a layered screening (a kind of the military formation knowed as echelon). Usually I have 2 seperate screens in front of my heroes when I try to engage the enemy head on.
The main idea is that if the enemy charges all out, he can engage both my screens and just perhaps be lucky enough to engage one hero. then my heroes gets to charge and can pick what enemy heroes to take OOA.
When attacking someone that can counterattack with fresh models, it is important to keep the screen up. This translate into not using the screen and the screened models to charge the same models. When declaring charges, considder how your models are standing when it is the enemys turn to move. It helps to imagine that you will take any model you engage OOA.