either way will work, so bag/no bag is your choice. whole hops filter out very easily so usually i don't bother with the bag. does your funnel have a filter? if so, use it to stop the hops during transfer to your fermenter. it'll get clogged once or twice - just stop pouring, spoon or dump out the used hops, and resume. you can also not worry about it and just add them to the fermenter, they will sink to the bottom and become part of the trub.