This is me as well. I don't both unless there's a lot of hops. However, I don't bother with the hop spider, but rather kind of whirlpool, leave whatever I can behind, and then strain the rest though the obnoxious screened funnel.
A couple times (on the rare occasion I do something extremely highly hopped with whole hops), I've boiled a paint strainer bag in water, put that in the fermenter, and strained through that. Did that once in a beer that was 8 oz of pellets and 1 lb of wet hops in the boil. Kept the hop volume loss to a minumum. However, I'm wary to do that regularly.