Disclosed is: A casing of a heat recovery steam generator has a sidewall, and heat exchanger coil located therein capable of exchanging heat from hot exhaust gas flow into the casing, with a gap between the end of the coil and a sidewall. A baffle system for closing the gap after the coil is installed in the casing comprises a mount attached to the coil near the gap, and a baffle plate associated with the mount and movably supported thereby. The configuration of the mount and baffle plate are such to allow the baffle plate to be capable of moving from a retracted position withdrawn from the sidewall, to an extended position closing the gap. A retainer can hold the plate in the retracted position. The retainer can release, for example, by being temperature sensitive. The mount can have a support that engages the coil.