1. I doubt you will lose any stops of light because the cameras we use are so sensitive that a tiny loss wouldn't even be noticeable.
When I use a #8 yellow I see no noticeable light loss.
When I use a #12 I actually get an increase in Contrast which makes the objects actually appear brighter.
Of course they aren't really brighter. The view is cleaned up and the contrast is boosted giving a brighter looking object and a darker looking background. A more 'pleasant' contrasty result....
An important caveat to Ken's recommendations is that he is observing from a dark site. If you are as well then his recommendations should work for you. If you are observing from an urban or suburban location, you may want to consider a different approach.
To back up a step, I strongly recommend you get yourself a focus mask to use with your setup. Using a focus mask there is no question whether or not you are at the best focus. I have used the link below numerous times to custom print my own masks, and they work great.
The next thing you should know is that there are two reasons for star bloat:
1. Overexposed sensor pixels, and
2. Chromatic aberration.
The sensors used in astronomy cameras are very sensitive, so sensitive that the light from stars tends to over expose them. Picture each pixel on the sensor as a bucket collecting water. At some point the bucket overflows and the extra water spills into neighbouring buckets. The result is that the light from a single star, because it is so bright, spills over and fills multiple pixels making the star look larger. The way to combat this is to somehow reduce the brightness of stars but not the object you want to view. A UV/IR cut filter is a good way to do this, and should work well on all types of objects when under dark skies. Under light polluted skies a UV/IR cut filter will help emission nebulae, but will hurt the view of galaxies so use only if your bloat problem is bad. Another way to reduce the brightness of stars is to use a Light Pollution filter. An LP filter is designed to do just what we need, reduce visibility of things like stars and leave visibility of nebulae mostly unaffected. Under light polluted skies LP filters will also help the contrast on galaxies; they will appear darker and you will need more exposure time, but the contrast will be better. Under dark skies you are better off not using an LP filter on galaxies. On emission nebulae an LP filter helps regardless of your LP level.
The second cause of star bloat, chromatic aberration, can be dealt with using the same kinds of filters mentioned above. LP filters and UV/IR cut filters reduce the range of wavelengths you are trying to focus at the same time, making it easier to get a good focus. This is also why Ken's suggestion of the yellow filter helps, you are reducing the range of wavelengths you are trying to focus. The extreme end of this is using narrowband filters such as Halpha or O-III, which will provide the sharpest focus using an achromat.
After you have confirmed using a focus mask that you are indeed well focused, you will probably need to try each of the filter types mentioned here or by Ken to see what works best for your combination of conditions, telescope, camera, and object observed.