I'm thinking Gail meant you use the filter to put the EP in, and then spoon out over the project and then tip back into the jar. Pip, the Powder Pal is a tray that you use under your project so you can collect your EP and funnel it back into the jar. SU used to sell it but has now retired it seems.
What you are thinking of is an embossing buddy. SU is now selling them again. But they had stopped for a while when I needed one, so I got something else, the Inkadinkadoo Embossing Magic, which is the same thing. Or there's another anti-static thing by EK success, it's got a brush on the end and I forget what it's called.
I really find my Embossing Magic pouch completely eliminates stray EP. When I remember to use it!!!