Right now their room is being remodeled a bit so they are in a smaller spare room, so I've been putting fleece over the small cage they bath in, but I am hoping to make a small play area in their room and let them bath and play while their cages are being cleaned.
The dust/fur doesn't bother me personally, however, it's killing their ac's. lol They have 2; one was bought last summer and the other the summer before. It's doing a number on them and the filter is cleaned every 2 days.
Dusting getting on things isn't a problem as they have their own room so the ac's are the only things it is really hurting.