Of course you can. I use the 5 gallon paint strainer bags that are available at Lowes and similar stores for about 99 cents. The are fine enough to contain most of the hops, but a little does get out. I have used a much finer bag before but the wort didn't seem to flow through the bag very well. I also found the strainer bag didn't retain too much wort when I pulled it from the keggle at the end of the boil. It allowed the hops to drain freely. I was surprised how much the hops expanded, 3 oz. of pellets became 4 cups of packed mass.
I do have a stainless steel weight in the bag to hold it down in the boil. I also spend the first few minutes after the hop addition to stir in the hops and make sure they don't stay floating on the top. Once they get saturated they seem to stay in the boil pretty well.
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