We purchased a king size mosquito net in a fine mesh that worked really well by just throwing it over the bimini using clothes pins around the bottom.
We had no problem in the Exumas,,, but,,, in Venezuela we had to run into the water along with the locals to live. Same thing happened in front of the Soggy Dollar Bar in the BVI. We were lying on the beach when it started raining. I looked low across the beach and there was what appeared to be a haze made out of billions of no-see-ums coming out of the sand, jumping and attempting to eat us. AHHH! No problem in the Exumas.
Damn little nasty bugs.