Jennifer, as Andy mentions, those bones from a cooked chicken are cooked, you don't have to cook them again. But you can if you want.
Yes taxy, I assumed you were using raw bones. Mainly I have only ever smelled an unpleasantness from boiling beef, ergo I assumed the bones were like that. Admit I don't often make beef broth but the few times I have, the roasted bones smelled delicious and that carried over into the broth!
Tubular gauze to be used for cooking purposes is rather expensive. Smallest size for fingers or toes is 10 yds, $26.00 cd. and only 5/8th in wide. Not too practical, eh?
That soup sock was mentioned here once before and I had never heard of it either. Haven't seen any but then haven't really looked. Cheese cloth is still (relatively) cheap and easily found. I'd stick with that. I always keep several packages on hand for various things.