I've burned at least 480 pounds of Pitt Boss compittion blend, all purchased for under $7 bag from Walmart clearance sales... I've burned a lot of other brands, and the Pit Boss have had less than a cup of dust at the bottom of the bag, just like every other pellets I've used.
As far as I know, 99% of problems with dust in pellets is a result of storage and handling issues.