I use a "standard" CPVC hop spider with a 5 gallon paint strainer bag. I have seen some of the hot break material gather on the outside of the bag. I do usually throw a couple of stainless fittings in the bag to weigh it down.
At the end of boil, during the first part of whirlpool/chill, I do remove the spider and twist the bag, wearing thick brewing gloves, to get all the liquid out. I continue to whirlpool, turn off the pump and then let the wort settle for 10 minutes.
This allows any of the hot break along with the cold break to settle to the bottom of the keggle.
I have noticed that StainlessBrewing.com is now offering a fully stainless hop spider with a stainless mesh screen for a "bag" in different sizes. This might offer the ability to use pellets and still get a good wort flow through.