I have used a 5 gal/5.5 hp Shop-Vac wet/dry vacuum for over 4 years. The fine particle/drywall dust (yellow )bags have never been an issue
rupture wise*. That may be due to an air deflector at the vacuum inlet, plus being a small vacuum, it has shorter bag. Although it is always used
outside, I prefer minimal outlet dust and use a fine particle cartridge filter on the outlet along with the bag. There are several filter options
available... This vacuum is easily carried, light in weight and has an excellent ar flow (good suction) and does a good job @ suctioning water
with the filter (s) removed ..... The hose can be connected to the exhaust for use as a blower - rather handy @ times.
* I always have a few pellets and a chunk or two of rather solid ash from the burn pot get picked up cleaning out the Memphis.