Despite the whacko "I put a half-million miles on my turbo Yugo doing the Baja without a filter" testimonials, filtering is absolutely important to a long and healthy engine life, even for a engine that doesn't see many unpaved roads. Having said this, it's a long-term thing and unless you're working in a dirt-floor garage, there's no reason you can't fire it up without filters until you get your intake system sorted.
Do the panty-hose trick if it makes you feel better, but I doubt it's worth the trouble. You're relying on the fact your running with little/no filtration will be brief, not that you've found a substitute for a proper filter.
As others have said though, I wouldn't do a whole lot of fine tuning with your temporary setup. Certainly you can correct major issues, but I'd postpone things like jetting until later.
- Mark