To allay everyone's fears, there's basically no way for the resistors to burn anything. This is why:
The resistors are on 2" stand-offs, so there is a 1" space between the resistor and the wall,
The resistors are rated at 300 watts each, the bank 1200W,
The bank is shedding 150 watts, through 4 resistors, hence 75 Watts each,
The outside temperature (yesterday) was zero Celsius,
At 75 W their temperature was about 35 Celsius,
so the math goes:
(35deg-0deg)/75W = 1/2 degree C per watt.
The resistor would reach a dangerous temperature only if it was shedding over 200 watts. That would be 800W in the whole bank. I'm pretty proud of my windmill, but I'm sure it will never do that.
Putting a sheet of metal wouldn't be a problem, though. Just time consuming, and not a "winter" project.
Currently it's blowing like mad, 20knots gusting 30, 20 below (Celsius), and I'm taking turns on "foal-watch". My wife's little mare is due to give birth tonight. We're more worried about the foal than the windmill tonight.
Good night
Thanks for the encouragement and support!