Hi Owen
If you have an upright hoover you could try hoovering it!
Take the head off the end, put some masking tape around the tube so that it doesn't mark the wood and place it on the body. The suction will pull it tight against the body and make a seal, then depending on how powerful thevhoover is, it should suck out the dust, which should be very fine if you've gone down to 1000 grade
Have a look on the TDPRI site for all the help you need on tru oil, its best if you sand using it as a lubricant which creates a sort of slurry, this grain fills as you go, especially useful on walnut which is often open grained.
Also be aware walnut is very porous, but looks lush with oil finish
Good luck
Here's a link to a post which might help
Harry
.http://www.tdpri.com/forum/finely-finished/473720-another-newbie-finishing-tru-oil-questions-%3B.html