Rob, I tried the Target "shellac" product and wasn't pleased with either the coloration or, strangely enough, the fact that it was water borne. The primary reasons I use shellac are for color and as a barrier coat over water soluble dye or BLO prior to moving on with the USL I typically spray. The second one is most important to me, so the Zinsser SealCoat or a mixed-from-flakes de-waxed shellac (for color) is a staple for me in finishing.
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Sal, yes I always strain finishes going into the gun...and when returning them to the container from the gun if I don't use up what I've had in the pot. The strainer/filters cost about 17 cents each at the 'borg and I bought a whole box of them a few years ago...