I don't know how big pickleworm moths are but I exclude cabbage butterflies and moths using a mesh fabric that is used to make veils and in other craft items.
Notice that the cabbage leaves have no holes or worms. I have never had the moths crawl under the fabric. However cabbage does not have flowers that need to be pollinated and cucumbers and squash do so it's a different ballgame.
DSC00392 by
Brownrexx, on Flickr