Muslin is a type of cotton, 'typically an unbleached or white cloth, produced from carded cotton yarn', according to wikipeida.
Jelly bags (jam straining bags in BrE I am assuming), are commonly made of nylon, though other materials, such as cotton, are sometimes used.
I am unsure of a word descibing, 'a thin material with lots of microscopic holes.' Perhaps 'microporous' would fit?
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