I have added an extra step to my process, but since I take an overnight rest, it doesn't bother me. From the mash tun that cools overnight, into the BK, I lay three layers of painters filter bags into a "u" shaped strainer, and strain though that. It doesn't get out a huge amount, but the husks and bigger stuff that got past the sparge step, and some of the smaller stuff as well.
Now, into the BK for the correct amount of time, and then cool below 160* F as quick as possible, then I will then chill the BK down as low as possible, let it rest overnight, and then pass through a clean set of paint filters again. At this point there will be very little particulate going into the fermenter, and leaving almost nothing behind after the cold crash, so racking to the bottling bucket is almost crystal clear at that point.
I often leave my beer in the primary for 3, sometimes 4 weeks or more before cold crashing, so I know that helps as well.
By doing my brewing this way, I strain/filter every time I rack, and if there is any wort/beer lost, it is less than 1 cup from start to finish.
So, is the "extra" step worth not losing a gallon or so like the old way?, you tell me, I have my answer already.