If I need to steep grains I just use pantyhose.
Buy a new pair (unless you want some funky beer) and cut one leg off.
Boil it in water for a while to remove any smell or colours that may run, rinse and dry.
Put the grains in the hose and tie the end.
Works well for me.
Can be a bit hard to untie at the end and sometimes I have just chucked the whole thing out, but I try and untie it, empty the grains and rinse the hose for multiple uses.