You're using pre-manufactured chocolate to melt down into your new product, so you can refer to your supplier approval program and nature of the ingredient to show that FM is an unlikely hazard at this melting step. Make sure you double check against your risk assessment tool, but a low likeliness generally requires a high severity to trigger a CCP for any point, and I'm struggling to think of any FM that would be a severe hazard from that input material. I would focus on the fact the screens are there for quality purposes (sounds like to ensure large chunks of partially melted chocolate don't flow down the pipe), that basically the sieve's job isn't a requirement for safety.
The first HACCP plan I wrote was in a spice plant where we used sifters to sort product by particle size. Auditors always wanted us to denote them as CCP's, but they were strictly for sorting to achieve the correct powder/granule size to meet a specification after a grind. Yes, they were helpful in FM control, but that wasn't what they were there to do, and we used other methods downstream to control FM just like you describe.