I have made 5-6 batches of BM's Orange Kolsch (but have modified the recipe a little) and have just put the orange peel and coriander into the boil without a bag. I the strain my wort through a sanitized 5-gallon paint strainer bag (2-pack for $5 at Home Depot in the paint section, re-use numerous times) after cooling. This also helps to remove lots of extra hop particles.
I have not yet left the spices in the beer through primary, so I can't weigh in on that, but the kolsch I make has a great orange aroma and flavor. I would really doubt that either coriander or orange peel would leave a bitter flavor if you left them in through primary.