All dust is bad for you to inhale, whether it is resin dust from models, paint from spraying/airbrushing, coal dust from working in coal mines, dirt from plowing dry fields, smoking or any other source. The dust settles in the lungs and causes bad things to happen - especially if exposed for prolonged periods of time.
For most people, wearing a well fitting dust mask or working wet is fine. Make sure the mask fits snugly around your mouth and nose - otherwise, it won't provide much protection at all. Using wet sanding and cutting techniques will also prevent the dust from going airborne.
If you have a preexisting medical condition like asthma though, you may want to do both as well as possibly look into point of use dust collectors.
A lot of the issues though can be minimized just by working with controlling the dust in mind. Don't use power tools for cutting and sanding. That Dremel does a great job of cutting off resin blocks - but it is also throwing resin dust all over the room. Don't blow the dust off the model when you want a cleaner look at it. Most of the dust from hand cutting and sanding will stay on your tools, working item or table - however when you blow the dust off to see how far you have left to go or if you swipe your hand across your work bench to brush the dust away - all of that stuff gets kicked up into the air. Use larger tooth saws or straight edge clippers to minimize dust creation. Clippers produce no dust and the larger toothed saws produce larger particles which settle to the ground faster and are less likely to be inhaled deeply into the lungs.
When you need to clean a part - rinse it under water. The water will carry the dust away with it. When you are ready to clean your work surface, wet a disposable towel (water or spray cleaner like Windex) and wipe it down. Toss that in the trash. If you let it dry before you throw it out, the dust can get airborne again.
Of course those are all best practices, and you have to make an informed decision for your own activities. I tend to use my Dremel and fine tooth saws - but I also have an exhaust fan built into the back of my table that draws fumes and dust through a cyclone collector, micron filter, carbon filter and than exhausts outside the house. I don't wear a mask or wet sand, and I'll even use an airbrush right at that desk from time to time for quick jobs (I have a fume hood that I do my heavy airbrushing in). I work on resin probably 2 or 3 hours a day - 4 or 5 days a week, and have for the last 10 years or so. My lungs come up clean at each annual physical.
Just a little primer on dust, your lungs and what to watch out for (far from complete - but enough to get you on your way to being an informed consumer):
http://www.ccohs.ca/oshanswers/chemicals/lungs_dust.html
Polyurethane dust is not listed on the table, but most the studies I have seen on it have shown it to be a fibrosis causing dust particle.
From their Working with Resin guide: "The resin that we use has no inherent health risks, but we do recommend a dust mask if you are filing or sanding – as with any fine substance, resin dust can be an irritant."
Yah - while I don't disagree in principal, that is a bit like saying our knives are perfectly safe - just don't stab yourself with them as that has been shown to hurt.
The industry and consumers would be better served if they did more to actually address the concerns that people have regarding resins and provide better information in regards to how to work with them safely.
There is still a large camp of people who are terrified of resins (not sure where the start of the rumor was...) and think that you are certain to sprout cancerous tumors and have three legged children with webbed feet. Trying to say - oh, some resins will do that...but not ours - doesn't do anything to actually address the concerns, nor does it help the consumer work safely and responsibly with the products. Resin dust isn't just an irritant - it can cause pulmonary fibroids which in turn can lead to lung cancer. This is all resin dust - from Forge World or any other company. However, it is very easy to work with safely - even within your house.
