I always put them right over the foam windscreen. As an engineer I've puzzled and puzzled until my puzzler was sore, and so far I can't see a valid reason why an airgap would be beneficial. There is an airgap between the capsule and the mic housing so the capsule an move... but putting other gaps between the layers doesn't seem like it would slow down the wind. I mean theoretically each boundary layer might have some benefit, but you have a hundred boundaries in the foam windscreens and a hundred more in the dead rat fur, so adding one more won't buy you much in comparison the the hassle of devising this dead air space.