How bad is it to use white coffee filters as rolling paper?

Yes. Yes. The paper contains chemicals different from regular "rolling paper" when burned. Ask yourself if you would use "copy paper." if you are smoking pot, why quible? You are ingesting plenty of toxic debritus, tar, and carbon monoxide!
Trick question. Regardless of what you're using, your need for rolling paper implies that you're smoking something that you shouldn't be. So stop.
Bleach. The white ones use bleach. It's not a lot, and everyone using it for coffee is getting some, but smoking it might be more. No good studies to prove how harmful. Irrelevant if you are smoking tobacco, given the number of pollutants already. Try unbleached or something meant to smoke.