In principle, one might easily prepare thin polymer membranes by copying the float glass process, but instead of molten glass, one might wet a water surface with a polymerizable oil, solidify and lift it off the water as a thin freely suspended membrane. However, few oils wet a water surface. This inability can not be overcome by adding most amphiphiles, but can be by adding particles. In general, placing a particle into a liquid/liquid or liquid/air interface gives rise to a gain in energy, which is largest if the interface-particle contact angle is close to 90 degrees. If oil-particle mixtures are applied to a water surface, the oil might form wetting layers in which the particles penetrate through at least one of the interfaces of that layer. Depending on the interfacial tensions and contact angles of these interfaces with the particles, one can draw phase diagrams of particle assisted wetting. We developed a simple theory describing this phenomenon and correlated it to experimental observations. Cross-linking the oil within the mixed layers indeed gives rise to membranes comprising enbedded particles. Especially of interest are those membranes prepared using a volume of oil sufficient to fill the space between the particles, but not fully cover them. If in these membranes the particles are selectively removed, one is left with a microsieve: a membrane bearing sub-microscopic holes of uniform diameter and thinner than the hole size; thus offering a minimum flow resistance and optimum selectivity in filtration applications.