On the odd occasion I do some turning, I wear a mask when doing the bulk of the turning, although I am not sure there is much fine dust being created- it seems to be mainly big chips. Certainly my automatic air purifier does not change from its low setting indicating it cannot detect any dust.
When I come to the little bit of sanding at the end of the turning, I hold my CT vac hose next to the lathe with one hand and and I sand with the other. I can see the dust being sucked into the hose. Seems to capture what is created and it works for me.