I use a basket-style paper coffee filter, the smaller size, bought at WinCo, or Dollar Tree, for about 1/2 cent each filter, and an ordinary stapler.
Take one filter and fold in half.
Cut the filter into two wedge shapes, and open each up.
Place two to three teaspoons of loose tea on one side of an opened filter half.
Fold the filter over. On the straight edge, fold the edge over once, then a second time, and staple shut.
On the rounded edge, fold in two sections, over twice each section, and staple shut. There you go, one pre-filled tea bag for use with loose-leaf tea. They're not pretty, but very functional, require no sewing skills, and can be made in about one minute. I make a few at a time, for the same ease as commercial tea bags. I know, I could use tea balls, and I do. Sometimes, though, I'm too lazy to wash them out. Cheers!