"Its windows were merely open spaces in the walls, which in the summertime were covered with greasy strips of cheese-cloth"
GNU Free Documentation Licensecheesecloth - Credit: preparednesspro

Cheesecloth is a loosely woven cotton cloth used in cheese making, and for straining stocks and custards, bundling herbs, making tofu, and thickening yogurt. A versatile cloth, it was also used for shirts during the 1960s and 70s, and for printmaking.

It would have prevented flies from entering through the windows whilst still allowing light to get in.