I use a woman's knee high nylon (white & sanitized in starsan). I throw in a 1/2" stainless steel nut for weight & tie it off, then the pellet hops, then tie off the opening and put it in the keg (no strings attached). CO2 to purge the O2 and leave it on CO2 @ 20 lbs. for 7 days @ room temp to dry hop. Then into the kegerator (without removing the hops). Leave it for a day to chill & settle and start enjoying. If you're going to leave it at room temp after its dry hopped then I'd prolly remove the hops to avoid the "grassy" flavor. I always plan it so it goes into the kegerator right after dry hopping so I never remove the hops. The cold seems to stop the "grassy" flavor from appearing. YMMV... Cheers!!!