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Use a decent quality paintbrush to loosen the dust and get a crevice attachment for a quality handheld vacuum.
Also, it does seem a bit unwieldy!
I am a big fan of swiffer cloth dusting of shelves, but am not a clean fanatic in general. Growing up in the West Texas desert meant that even if you vacuumed 24 hours a day, you could still write your name on the coffee tables and read it before you turned off the vac. It was too dusty to clean much dust away. So you just learned to ignore it!
I like the small paintbrush idea, too. Shelves with glass doors DO make a difference! Good luck!
I embraced the enemy with an open heart, ever since since then dust doesn't bother me.
In reallity I try to rotate sets every six months or so, then the dust doesn't get grimy.
When it's time to take them apart and box them up I use a very fine makeup brush to remove dust while outside, removing chucks of the set at a time before going inside and taking them completely apart.
But for sets I really enjoy that stay on display for years I just don't worry about it anymore. Take them outside 2 to 3 times a year and just blow it off. When I do finally box them up then I wash in warm soapy water by hand, also using the same fine brush.