Another vote here for the small size nylon fine-mesh bags with pellet hops, which I use all the time with no problems or hop debris. Cinch the drawstrings tight kept closed with a good knot and there's no leakage. Low-tech, inexpensive, decent flow-through, easy to clean and sanitize, and small footprint so low beer displacement. I tie them off with teflon tape through the lid seal, or to the welded tab with a hole I have on the bottom of one of my keg lids.
I must say that the Stainless Brewing dry hopper is some real eye candy, and I see that the lid sits high enough in the keg that it is retrieved not via a tie off string, but with a sanitized metal hook that snags it easily enough.