One advice not mention as it seems obvious - do not even think about using the vac bagless, like an AC vac is used.
You would permanently clog/destroy your main filter that way, not just the bag. It is not possible to properly renew a plaster-clogged filter. Not without affecting its filtering ability.
Still, when you replace your main filter, for whatever reason. Do not throw it away. Keep it for the cases where you know to be likely to clog it.
The cooling of the motor uses a separate air intake, so the only "disadvantage" of a messed up main filter is it does not filter (that) well. That is very much acceptable for the one job in a few years. Buty a problem if you are "stuck" with such for your wood work.
If you have anything bigger to do - like more than a wall or two, it is well worth renting a Planex + vac set, or equivalent, for a weekend instead. You save yourself the time and the bags saved may cover a signifficant part of the rental cost.
Also, as mentioned, for home use cyclone helps, but only delays the inevitable a bit - the bigesst issue is the smallest dust, and cyclone will let exactly that dust through. While a cyclone would catch 90%+ of the plaster dust by volume, it will catch only 30-50% of the microdust that permanently clogs the filter bag. So not really a solution, but still helps.