I've used a coffee filter in the past, but if you use just the filter, it has a tendency to slip and pour the milk solids into the container you're trying to use; it also takes a while for all of the ghee to filter through it. I'd guess the combination of cheesecloth with a fine mesh strainer would be your best bet. Honestly though, I don't worry about a few milk solids ending up in it; I tend to burn through it quickly enough that the milk solids won't spoil it, provided it's kept in the fridge.
I skim off the crust, then pour mine off twice, leaving any solids in the bottom. I loose maybe a tablespoon or two, but don't need to clean cheesecloths or strainers. I just have to clean 2 containers.
I used to pour it through a fine-mesh sieve back and forth between two containers. Now, I use a fine-mesh skimmer and skim it while the butter is melting. I do the last pour into a container through that same skimmer. It catches most of the solids--I don't stress too much about dairy since it doesn't seem to be an issue for me or my family.
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