I don't know that keeping the little beasties out is possible. The ones in my lanai have a routine...in the morning they head in one particular direction, in the late afternoon, they head in the opposite direction. Who knows, maybe they get together to have a meeting or play golf...
We have an spa with steps surrounding it and hubby has seen anoles squeezing in between the split in the concrete on the stairs. I'm sure they're living under the spa. The can get through the smallest space, it's amazing.