What exactly is an occupational health screening?

Monitors your health. Occupational health screenings are done to make sure that any work conditions or exposures aren't harming employees.
Depends. Occupational health screening, in a preemployment setting, is a medical exam to insure you are healthy enough to do the duties of a particular job. If you are already employed, it is a medical exam to insure your health has not been affected by any hazards of your particular job and that your health still allows you to continue in that work.