The flour from the grind is very normal- just a part of the process. You don't want a TON, but you should expect some. Leave it in- it will help your efficiency. I don't think you'll get any noticeable tannins from the small amount of grain that escapes the bag- I had a paint strainer bag rip on me (my fault) and got a few grains in and boiled them to no ill effect.
I highly recommend the home depot 5gal paint strainer bags- tight enough that no grains will get through (unless you rip it, like I did) and loose enough that you get plenty of wort circulation. The bag you use for your PM won't matter- use whichever you prefer.
Holy cow- you guys did it. The Kickstarter was successfully funded! Now the real work
Monticello Barleywine, Red Nosed Tripel
Cali Common, Imperial Common, Sunshine Belgian Rye, Sticke Note Alt
Cherry Blackberry melomel
Belma Pale Ale, Cluster Fug IIPA, American IIPA v1.0, rauchbier, roggenbier