Frozen seeds first: Seeds in the "great outdoors" freeze all the time. Due to the number of people claiming that seeds that are frozen won't germinate, I intentionally used seeds from frozen pods (frozen whole) a couple of years ago. Guess what - 100% germination. The primary things to look out for are that the seeds remain dry, and that you give ALL seeds (frozen or not) a quick bath in a mix of hydrogen peroxide and water before germinating them, to ensure you remove any potential pathogens (mold, etc.) that may not be visible.
Coffee Filter germination: That's what I do. I just get a kick out of watching the seed casing thin out, then being able to see the little spiral that is the plant all curled up inside the casing, then see the little tiny hook of the root come out. It is fascinating to me! If you put them into soil or starter mix as soon as the root peeks out, don't worry about whether it is "up" or "down" - just toss it in. The plant knows where to go from there. Remember that in nature the plant manages to end up with the stem up and roots down, regardless of how the seed landed in or on the soil. However, if you're like me, you'll likely also want to see at least a couple make it further out of their seed casings. In this case, I use a chopstick to make a very narrow hole in the soil, then carefully place the sprout into it, white root side down.
As Mark said, you'll start to hear people asking for help with seed caps not coming off. I recommend that you put the just-peeking-out ones in the soil and let them do their thing from there for this reason - pushing against the soil helps remove the seed cap from the plant. If a really, really stubborn one won't come off, you can CAREFULLY remove it (if you accidentally also remove the cotyledons, the plant will likely die.) To do so, spray the cap with water to get it soft, then use tweezers to pinch on the seam of the cap so that it opens the hole a tad wider, then GENTLY pull on it. If it won't come off easily, though, I suggest you let it alone and try again later.