Dry hopping a lager in secondary

I just stopped by my favorite home brewing store this morning and I also had a question about dry hoping. I read somewhere that when dry hoping if you use hop bags, they should be sanitized first by boiling them but the gentleman at the brewing store said just dump the hops into the secondary fermenter. I asked him if that would cause a problem when it came time to bottle with all the hop residue and he said just put hop bag on the end of the bottling tube and that should filter it out. You can beat me up if you want, I'm still learning.

In my experience grassy notes come through when hopping at cold temps.

I've tried to salvage some old IPAs with a cold dry hop and filtering with little success when they are at or below 55° while it kinda works, they have always gotten a grassy note flagged by at least one judge.

For a lager the last real effective time for a dry hop is during your diacetyl rest. The increased tempurature aids the extraction of the hop flavor and aroma.

I would simply dry hop before I started the lagering process. Do it in the bucket you are in with a sanitized sack. Then you can pull the sack and proceed with your lager phase. There might be some hop debris that makes it through the sack but it shouldn't be noticeable or a problem.