This is critical, I cant express it enough.
If the soil particles are too fine; not enough air can get to the roots and the plant dies. Since I started screening my soil my success rate has greatly improved. Most water related problems can be eliminated with good quality screened soil.
I also screen my soil through this framed hardware cloth, so that the soil particles are not so huge that it can retain sufficient water and nutrients to be absorbed by the roots.
Bottom line on bonsai soils is, that you will find as many different opinions as there are experts; but if you screen your soil it will help you avoid many problems right from the beginning.