I haven't had that problem. But, I keep piece of thin, net
like material over all my equipment. Thin enough for it to
breathe well but catches the dust. I think that's a good
idea, birds or no birds. Don't be fooled by size of the
bird. Cockatiels are some of the most dust/dander birds you
can have around.
It's also a good idea, for the bird's health, to always use
an air cleaner. Not anything that ionizes as it's not been
decided whether they are harmful to bird or not. Just a HEPA
filtered air cleaner. I keep two running in my bird room at
all times. Really makes a difference. That and making sure
the humidity doesn't get too low.