Dario, I too have been searching for some good ideas on screens for the van windows. There is a pricey solution at:
BugBarrier - about $80. I think I like your idea of Velcro better.
I have thought about using magnets with the screen on the outside of the door, but the magnets have to be powerful enough to hold through the screen material. Then they are clunky bouncing around in the van when not in use.
What about using a hot glue gun for fastening the Velcro to the screening?
This past summer, the grasshoppers were so bad that they ate through plastic screening. So...keep that in mind wherever you park.
Gene
B-Plus 211-S w/Chevy