Yup, nup, 100% the thing to do.
Also good for any sauce really. I've started sieving tomatos for pasta sauce as well!
I keep going with the back of the spoon until pretty much only the seeds are left. Low heat for 30 mins. Very low heat.
Sometimes, if I feel it's not quite as thick as could be, I add maybe a quarter teaspoon of corn flour. (You know, corn flour thats made from wheat) Works great for thickening, and can't really be tasted.