I used pellets to dry hop for the first time just this past week. I bottled last night. I have dry hopped many times with whole hops in a carboy. Yes, it is tedious to stuff 'em in there and getting them out with a little airlock brush, but I really like the results. To me, I wouldn't want to stuff whole hops in a bag and then put them in a bucket or carboy for dry hopping. Seems to me that would reduce the surface area of contact between the hops and beer.
Siphoning has never been a problem- until last night with the pellets. PITA. And I use one of those small mesh screens on my racking cane. Again, never an issue with whole hops, but I only managed to get about 4G into my bottling bucket yesterday. Had to stop 3 times to clear the mesh screen. I used an ounce of pellets along with an ounce of whole. Next time I want to use pellets to dry hop I will definitely use one of my hops bags with some marbles.