Spontaneously exfoliated pristine graphene is used as a surfactant to template the formation of electrically conductive filters for the adsorption of an organic dye from water. In contrast to other reported graphene-based adsorption materials, our system provides a continuous approach to water treatment rather than a batch approach, and uses pristine graphene instead of the more costly and environmentally challenging graphene oxide. The use of self-assembled graphene also results in our filters being electrically conductive, providing a convenient route to clean the filters by resistive heating. An investigation of the mechanism of formation and filtration by these filters, templated by self-assembled two-dimensional pristine graphene, is presented. The thermodynamically driven exfoliation of natural flake graphite at a high-energy monomer/water interface produces water-in-oil emulsions stabilized by a thin layer of overlapping graphene sheets. Subsequent polymerization of the continuous monomer phase produces polymer foams with cells lined by graphene. With a combination of acoustic spectroscopy and electron microscopy, the effects of graphite concentration and temperature are studied, as is the correlation between droplet size and the size of the cells in the final polymer foam.