One of the aim of creating worm compost is to reduce the amount of your waste while creating good stuff that can be recycled as fertilized soil or just thrown away in a garden without harming the soil.
The general rule is that anything that won't create pollution to the vermicompost is fine, providing that you still provide enough moistured waste in order not to dry too much the compost. Indeed, dust is usually very dry.
Harmul dust. Putting the dust of your vaccuum cleaner may be an issue because you may have caught some plastics or other wastes that may produce pollution to your compost and then to your final compost soil.
Non-biodegradable non-polluting dust (such as sand, hard dryfruit shells, etc). It is fine if you don't mind finding them back in the final compost soil.
Animal hairs etc are fine too, they will disappear in the vermicompost process. This is usually what you find in your computer fan... plus some rest of food :-)