Wipe-on poly
Martin,  
I usually do my surface type finishing in the morning first thing, or the evening after the dust settles, and set it in a calm, clean place to dry.  That's what I did in this first case with the poly.  One or too minor dust bunnys as I recall.  Rubbed out easily with a paper towel, 3M fine scrubby, or with 4-ought steel wool.  
Poly is certainly not as forgiving of dust as danish oil, or as fast drying as spray lacquer.  But no real problem with a little care.  In fact the spray lacquer requires just as much rubbing out in my experience.  It's just that you can get more coats in a shorter time with the lacquer.  
I am not particularly recommending the poly, but I am going to keep working with it to see what I think.  Right now the oil and spray can lacquer are my standby's for turnings.  I suppose the poly is a tougher finish, if that matters for a particular object.  On small pieces of furniture I have padded on "fast dry" type varnish cut 50% with laquer thinner and it gives a very rapid coat build  up.   Also padded on shellac.  Someday I will give those a try on a turning.  The padded or wipe on surface finishes are just another way to build up a surface finish with-out messing with spray and the holidays that can result if you are not careful.  Wipe-ons might be cheaper than spray cans. Spray's and oils might be more effective on natural edges and voids, altho the poly did give a nice sparkly deep look to the rough bark on a natural edge madrone bowl I tried.
No magic answers, just choices!
Jerry