I've never dealt with actual bags, but when I was out in the wilderness and we needed to make coffe like tea (no press or percolator, and we didn't want to actually drink the grounds) I learned that if you take wild game bag (or t-shirt material would probably work too) and wrap the grounds up in it and stick a safety pin on it to hold it shut, it works quite well. It would probably work well for tea too, in a pinch.
Actually, it might work better for tea, since most loose leaves are larger than coffee grounds, and there was always a bit of grounds leaking out. The last drink of coffee invariably crunched.