I found that you can strain, but the grain bags made it far easier and the beer came out great either way. I've had one "accident" trying to "strain" beer and for partial mashes I kept on using grain bags after that.
EDIT: also consider getting paint strainer bags from home depot. They hold a lot more than a muslin bag, and can be re-used if you clean them immediately after use. I use them for hops mainly, but they work great in a mini-mash too.