Running it on High for the first 10 minutes is recommended by the manual. I understand this is not for burning the dust, but for warming up the whole catalyst pad - it works better then.
Dust should be kept away as much as possible. Quite a few catalyst pads in heaters of this type died prematurely of dust poisoning, and those pads are expensive. I kept the plastic bag it came in, and made a cover out if it. Always cover it when not in use, like during the day.
No, I'm not mailing it to anybody :). It works well - perhaps too well for this climate zone. They should've added thermostat, cheap b.astards.