Probably have to open the chain link fence nif (meshes->clutter->clfence) and mimic the collision properties in your nif.. (obvious, I know, I just don't know enough to tell you how). It uses a bhkMoppBvTreeShape in its collision, which I'm pretty sure defines that collision part to the game engine as the same type as a tree.. meaning certain bullets can pass through. It also uses a bhkPackedNiTriStripsShape which I have no clue about. I
do know it's the weapons whose projectiles that are set to "pass through small transparent" that won't collide with it, but that's about all I can say for certain.