I use a stainless tea ball strainer in the secondary. It keeps the particles in and sinks to the bottom. The bigger the strainer ball the better. Those pellets can really expand.
How much do they expand? I'm just about ready to dry hop for the first time, and bought a couple of these http://www.amazon.com/gp/product/B0047YKGPY/ to dry hop in the keg. They are about 2.5" in diameter.... how many hop pellets can I fit in there? Do they double in size? Triple in size?
I've found that no more than 1oz of pellets should go in a strainer of that size. Otherwise it will be too compact. You may be able to fit more in, but you'll probably just waste hops. I don't remember the size that I use for sure, but I remember I got them online through Williams Brewing. I think they are close in size to the one you linked, just more of a circular shape.