A piece of substrate material is formed under heat and pressure against a cavity into a shaped substrate sheet having one or more depressions. Two substrate sheets are bonded together to form a substrate wherein the one or more depressions form one or more interior channels. The substrate, if not formed with pre-coated substrate material, is coated with a dope and quenched to form a filtering membrane. A plurality of membranes may be placed side by side to form a bundle with permeating ends of the membrane, which are open to the one or more interior channels, separated by gaps or spacers. The bundle is connected to a header to produce a module. The module can be assembled into a cassette.