If strain "at" is a misprint, then every normal KJB is wrong! But we know that this usage means to use a strainer to take any gnats out of their drink. Strain here does not mean being strenuous. However, the meaning is that one that is concerned with the small things, yet overlooking the big things does so to their own hurt.
Here is an article:
http://www.geocities.com/brandplucked/strain.html