i wouldn't really worry about it. smaller rocks may be able to slightly damage some of the thinner cooling fins, but the larger plates won't be affected. if it's big enough to do some damage to the FMIC, odds are it would damage something else just as easily.
think about it this way - an FMIC is front and center for many performance cars; do you see them commonly being protected? damaging the small fins will have a minimal impact upon cooling capability of the FMIC, and it shouldn't be too hard to get bugs etc. cleaned off. i would just recommend against using a pressure washer as that could do some damage.