I've similarly used 4060/4061 without any foam screens outdoors plenty of times when its not significantly windy without problems. Doing so has made other tapers scratch their heads at times.
Those tiny DPA foams are pretty delicate and can be knocked off easily so are easy to loose. Not sure how useful they really are for us. Slightly bigger/thicker lav foams with a similar internal diameter stay on better and provide more protection if and when it's actually needed. I've used a tiny corner of gaff tape to secure the tiny DPA screens in place when I didn't have other foams, which worked but the adhesive tends to tear them up.
The earlier discussion of Movos and BAS above is all in regards to directional mics, no need for anything that significant for 4060/4061/4063 with regards to music taping.
Fun story- The most windscreening I ever needed with 4060s was when I used my 4 channel 4060 stealth rig to record our car competing at a autocross event years ago. I attached the four mics to the fenders of the car just above the wheels with gaff tape and the slightly larger lav foams than the DPA's I was using for music recording outdoors, with the intention of quad playback later once we got home. A quick headphone check after the first run revealed lots of wind noise at speed, not unexpected as the car got up to 50+ mph max or so even on the very twisty course. I then walked around and found a guy hacking up his front seat cushions to allow him to sit lower in his car and achieve sufficient helmet clearance. He gave me the yellow open-cell foam he was pulling out of the seats, which I proceeded to cut into four squares, gaff taped to the fenders over the mics, and the following runs were free of wind noise. Those scrap foam pieces were something like 1-1/2" thick, no more than 2". Worked great taming the 50mph apparent wind noise. Back at my place that evening we could hear each tire breaking away and squealing separately in various corners. Sounded like being there in the car, racing around the track with the top down!
I planed to try it again, but then we got more serious about competing so my attention and efforts were drawn there, which included switching to proper racing slicks that don't squeal like street tires and likely would have made any later recordings less compelling because of it - certainly less "Hollywood move sound" where car tires always squeal even on dirt roads, and divers always shown up-shifting rather than down-shifting to accelerate hard or pass.