I just let it settle on the bottom of the jar after infusing a few weeks (and shaking when I think of it). Otherwise I use a fine stainless steel mesh kitchen strainer lined with a coffee filter.
I didn't have much luck with a paper filter either. Search for a reusable coffee filter on Amazon. It's about 5 bucks I think for the plastic mesh variety.
They are not self-sealing, but I just fold over the tops a couple of times and put a toothpick through the top to keep them from opening, it works fine, and then I can just take them out and throw them away (although I usually do squish them between a couple of spoons to get the last/most intense drops out.)
Thanks for the suggestions of a reuseable coffee filter and muslin to strain my powdered colorants. I happen to have some muslin so I will try that first. I knew I count on my "soap sisters" to help me with this one!
SInsgirls, if you want to try some of the tea bags, you can send me your address or a SASE, I have lots of them and will not use them all. Just PM me and you can send me your address or I'll send you mine.