Interesting - they're only $1.99 at my local W*.
There's a risk, perhaps, of something leeching out of the plastic, but as long as you're only prefiltering cool water 'I' wouldn't worry about too much (but I'm no scientist). My thinking is that it's not like you'd be soaking the plastic in the water for a period of time, nor heating the plastic.
If you're worried about it, you could make a prefilter out of some fine screen and the end of a small [water?] bottle of some sort that you know is safe. A small hole in the cap of the bottle, with the screen sandwiched underneath?
I use a handkerchief for prefiltering purposes - light, extremely packable and multiuse.