I just use a white throw away mask. A large belt/disk combo bench sander can kick up a lot of dust. Dad went all out and got a fancy full face respirator/visor. It encompasses his entire face and most of his head; it reminds me of the hood from HAZMAT monkey suite. I thought it was excessive but I did not cough up my lungs for three months either. Sanding on a lathe will kick up a lot of dust even with a dust collector running.
Back to the topic at hand, I cut a test set of oak scales and poured an epoxy finish on them. I like it, but my technique needs worked on. I had a problem with the epoxy pouring evenly but I had also stained the scales. I believe the epoxy wanted to run off instead of adhering to the wood. A brush on would have worked better. The walnut I put 4 coats of polyurethane on. They turned out pretty good for my first try.