Most liqueur books have a detailed process listed for straining and filtering your infusion. They usually include a mesh strainer, then multiple layers of cheesecloth, and finally paper coffee filters. Most of this works great. And depending on what you are filtering, that process can be all that is needed.
I add an additional step in this process, filtration through a jelly-bag or jelly-straining set. Believe it or not, this extra step can save a lot of time and effort. Depending on how much material is left in the liquid after the initial straining, I sometimes skip the cheesecloth step. I rarely skip the jelly-bag. It filters much finer than cheesecloth, without having to run it through multiple times.
Step 1 – Mesh strainer

Depending on what you are straining, you may need a small or large strainer. For this liqueur, I used a very small strainer, and poured directly through a wide-mouth funnel into a canning jar. For other items, I will often use a much larger strainer over a mixing bowl.
Step 2 – Cheesecloth

You may want to start with just a few layers of cheesecloth, and then filter a few more times, increasing the layers each time. For ingredients with very fine particles, you may only filter once or skip this step. For the ginger-lime gin, I skipped from the mesh strainer directly to the jelly bag (step 3).
Step 3 – Jelly Bag / Jelly Strainer

For those of you who are home-canners, you likely already have a jelly bag or jelly strainer of some sort. If not, you can find one on Amazon, or at a local shop. For those of you in Portland, OR, Mirador in SE Portland almost always has them in stock. And in the summer months, you can find them at Bi-Mart.
The jelly straining kit is usually used over a bowl, but I find it much less messy to use it over a jar, as demonstrated above. This set fits perfectly on the rim of my salad plate, but works fine if you just set it on the counter as well.
Feel free to run the liqueur through the jelly strainer a few times. Most liqueurs strain very well with just one pass through the jelly bag, but with fine particles of spices, a second or third pass can be helpful.
Step 4 – Coffee Filters

The paper coffee filter will really help get a well-refined product, but is usually the longest step in the process. If you are consuming this yourself or in the comforts of your home, you may not be as concerned about good filtration. For example, I didn’t bother filtering the Raspberry Cachaça or Cherry Bourbon at all. For the Pineapple, I didn’t bother going past the cheesecloth stage. But for most of my liqueurs, especially those I’m giving as gifts, the coffee filter is an essential step.
Dampen a paper coffee filter slightly (I use the cone #4 filters), and place it in a strainer or funnel. I prefer to use the wide-mouth funnel for this stage.
Step 6 – Bottle and Consume!
At this point, you can either return the liquid to your canning jar, or another large bottle. You also may opt to fill smaller bottles for gifts.
Always be sure to sterilize your bottles and utensils!

A final note of warning:
The filtration and straining process can take a very long time with some liqueurs. You may want to do it in stages. Be sure to give yourself plenty of time. For those occasions when I don’t have enough time, I wrap the liquid/jelly bag/coffee filter, etc. in plastic wrap (whatever is in process at the time) and go. It can usually be attended to later.
Some liqueurs like the ginger-lime gin strain very quickly. But others like raspberry vodka or peach bourbon can take much longer.
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