I have a heating and air cond. system with 400% more filter area than is needed,I run 2" pleated filters in it and change them often. I have an old slow speed 48" shop fan(floor model I made from a discarded attic fan) with air filter media secured over the inlet side to catch dust while its running. I have a dust collection system with 4" inlets at my Bader grinder,vertical disc grinder and surface grinder. I have a central vacume system with inlets piped to my bead blast and sand blast cabinets,horizontal edge grinder, horizontal 9" disc grinder and another 9" vertical disc grinder. I also wear a respirator.
You can get a dust collector at Lowes or Home Depot and the piping and fittings. A shop vac with a way to mount the inlet at your grinding stations will work. You still need to wear a respirator.