Ken said it succinctly above. Below is what I
was writing while he was posting his!
NOW for another method for preventing sanding dust contamination - which I have been doing for years: Once you get that into a blank and get it round and to the size you want it, sharpen your tool to the sharpest you can get it (if it is HSS), or use a new/fresh carbide insert scraper (radiused square), turn the lathe to about 3000 rpm and take small, barely touching bites. The result will be smooth as 600 to 800 grit SP and clear as a fresh cut with a sharp hand plane. No sanding dust. Coat as needed. Put extra coats of CA (if you use CA) and build up enough so that you will NOT sand through to get the CA smooth. IF you sand through, you will smear the colors.
I needed to do the same about 17 or so years ago and got recommendations to use an eraser to clean it, but that was not the perfect answer for me. Using denatured alcohol to wipe sanding dust worked OK for some, but it still was not perfect for me. I had used hand scrapers on wood and knew how well that worked on flat work, so I decided to spend an hour sharpening and honing my scraper to a mirror smooth shine. Then I turned the lathe to its maximum speed and lightly touched the segmented wood. WOW, WOW was I surprised at the clean smooth cuts on the surface of segments.
When I mentioned this on this forum, it seems like there were a couple of guys who said no way it could be smoother than sandpaper. Then a couple of old timer bowl turners said that is what they do - on segments, they do not sand, they use a very sharp tool and it does better than sanding - without dust contamination. I later asked one why he never mentioned this when people ask about sanding dust contamination and he answered to me - Most guys won't believe it, so no need to say anything.
"Skews do better on softer woods, scrapers do better on harder woods:" - Old timer and long departed, well respected pen turner Russ Fairfield