Went down that route a month ago and yes it is dustier than the treated Lyman store bought stuff but soooo much cheaper.
The dust is easily gotten rid of in about 15 minutes tho, outside on a breezy day. I transferred the media from the bag into cat litter jugs. Get a wide mouth cardboard box (at least 2 ft x 2 ft), the bigger the box the higher you can pour your media into the wind and still have the clean media hit the box. Pour from the jugs slowly and let the wind do its work. The stronger the breeze the less pour height you need. You will loose a bit of the "good stuff" but the 80% savings over the Lyman stuff really offsets any loss.