I haven't tried messing with amaranth yet, but if you're getting some slipping through, I'd think they should just settle out with the rest of the trub, allowing you to just rack off when you bottle or move to secondary. But what you could try is actually using the grain bed in your grain bag as a filter, and pouring your wort through it a few times before starting the boil. The grains small enough to pass through will go through on the first one or two pours, so you'll end up with just the ones that are too big lining the bag, and they'll catch the smaller ones (in theory).
