Nope, no dust. It's one of the advantages of using the screen. Everything falls through before it gets crushed too much. I used to just do it by hand, but some got pulverized and some chunks were to big. I have a metal pan that is about 6" x 10" with 1/4" mesh in the bottom. Had it for sifting rocks when hunting for garnets or whatever. One day I decided to see how it would work for tobacco and it worked great. But it was too small to do much at a time.
So I made another much bigger one with a 1" x 4" frame that fits over an 18 gallon tote and covered the bottom with 1/4" hardware cloth. I take bone dry leaf, strip out the main stem over the screen and then gently crush the leaf up, giving the screen a shake now and then so it keeps falling through. I end up with flakes around 1/8" to 1/4" in size. I can do about 1/2 a string of 60 leaves at a time and it takes maybe 6-8 minutes to do a whole string. It takes 20 -22 strings to fill an 18 gallon tote. I toss a lable inside saying what it is and the date and another lable taped to the lid. Then off to the storage room it goes until needed. When we get to the bottom of a tub we usually find maybe 2 cigarettes of powder.
I like to do it all outside on the lawn on a nice sunny day near our compost bin so I can toss all the stems right in, and any leaf that is less than pretty. If I do much inside there is some dust that gets in the air, and bits fall onto the floor making a mess to sweep up. Outside no one cares. Meaning Mrs Sky. And a happy wife equals a happy life.