What sort of waste? Do you anticipate any sort of customer reaction to finding out you're filtering? I have a fair number of people ask if we are (we don't, we currently use a two-part fining regimen).
I hope that filtering is another educational frontier, much like hops or sour/wild beers have been in the past.
I think marketing has convinced consumers that "unfiltered" is a true sign of an artisanal, local, and/or hand-crafted beer. The average craft beer drinker has been conditioned to think of filtering as industrial or artificial. In truth, filtering is an expensive and labor-intensive choice the brewer makes to ensure their beer's quality, consistency, and shelf life.
Hopefully craft brewers can help shed some light on this subject. Bravo to those of you taking on the financial and labor burden of filtering!