Cottonball airlock?

I'm making a sherry this weekend (all fermentation, no hard liquor) and I'm wondering if its possible to get the oxidation you'd get from a barrel. I read on Jack Keller's site that he uses a wad of cotton as a stopper on the secondary to develop the flor (basically a pellicle). Has anyone tried this? Would putting a cotton ball in the 3 piece airlock without the inside piece work the same? I don't want to have to buy a giant wad of cotton if I can use what I have.

Would this also give me the oxidation?

If your 3 piece has a lid that will keep out gnats why bother with the cotton plug? You could even just put a piece of panty hose over the top of the 3 piece and secure it with a rubber band. Did you find a flor yeast? WVMJ

I'm going for the higher alcohol content (18-20%) of the 2 main sherry type. I don't remember the name but I read the alcohol is too high for flor to develop. I didn't think about not even needing the cotton ball, I wonder if the little tiny ants I keep seeing are bigger than the holes in the cap.