I used one of those nylon mesh breeder boxes for my cory eggs. The fry are incredibly small...I could not see it for a couple of weeks after it hatched. The panty hose might be advisable. It should let water pass in/out, but not the hair-like fry.
Try to avoid flake food getting in. Add some dried leaves (oak, beech, maple; or Indian almond leaves some fish stores sell). These produce infusoria which is the first food for all fry, and fry will develop much faster with leaves present.
Once I saw fry, I added a shrimp pellet or two; it is amazing how quickly cory fry will begin feeding on these. I only had a couple eggs I retrieved so this was all the food I offered, but with more eggs you might look at other fry foods. But be careful, as these fry are on the "substrate" and any decaying food is not a good idea. I also have small snails (Malaysian Livebearing and pond) in my tanks and these helped.