I find rubber banding paper coffee filters and cloth bandanas slow and tedious. Metallic mesh coffee filter does a much better job:
Here's what you can do:
1. Find a Platypus screw cap with the center cut out -- something like the Platypus Filter link (just the white cap, discard the black and transparent plastic parts):
2. Cut a round piece of the metallic mesh just a tad bigger all around than the above screw cap.
3. Insert the metallic mesh to block the opening of the screw cap from the underside.
Now, when you screw the cap tightly onto any of your Platy bottles, the mesh will block out small debris/sediments.
If you don't want to spend money on a Platy filter link screw cap, many supermarket bottled waters have caps that are compatible with Platypus. You can always get one and cut out the center. Click here for an illustrated example.