We do need an effective dust collection set up for the grinders and CBN wheels.
I have been using neodymium magnets inside of ziplock bags and placed under the CBN wheels (no guards) and they work surprisingly well.
The magnets are nickel size rounds, 3 for $6, which were what was available locally. There are a wide variety on line in various sizes and shapes, but these have turned out to be sufficiently effective.
The magnets collect most of the metal dust right as it flies off the wheel, but any over spray is easy to collect by "sweeping" with the bagged magnet.
Then hold the bag over the trash can, fish out the magnet with a screw driver or such, and the metal dust falls straight into the can. Drop the magnet back into the same ziplock and put it back on the grinder.
The magnets will want to stick to the motor housing, but an inch or two is enough distance for these small magnets and puts them under the wheels which are aluminum.
Today I touched up a bowl gouge and tried a varriation using an aluminum pie pan to extend my reach out in the front of the wheel.
I only used one of the magnets and this also worked well.
Here's an after shot showing the particles on the bagged magnet.
I took it out carefully then swept the pan with a second magnet. There was more dust in the crevices. But overall great collection.
I doubt any method will be perfect, but I submit this for your consideration.