I dunno about all this filter stuff anyway. My wife swears by French press. Me, I drink cocoa.
In a mug, put:
A seriously heaping teaspoon of cocoa powder (like coffee, the quality of the actual cocoa makes a noticeable difference). About the same amount or a little less of sugar. Stir them together a bit, crush the lumps.
Boil, or at least simmer, a mug's worth of milk. In the microwave is fine. Pour it into the mug slowly, stirring as you go.
Optional: Add a couple glugs of Grand Marnier, rum, brandy, Calvados, or something.