I've tried bazooka screens, they don't work. I've tried screening when I rack from the kettle to the fermenter. No bueno. Hop bags, the pellet hops get through that easily when they disintegrate. The thing I've tried that DOES work is a cool rest, after you've chilled the wort, let the break material and hop debris settle to the bottom of your kettle or rack the wort into a carboy and let it settle there. Rack the clear wort off the trub. It takes an hour or two for the gunk and break material to settle out but you get clear wort and at this stage, oxygenation isn't a bad thing. Another thing that works with screens is to use leaf hops for at least one of your late additions - creates a filter much like a grain bed. A little trub isn't a bad thing, though. Provides food (amino acids, mostly) for the wort.