I designed this little rig which is attached to a contractor Shop-Vac with an internal filter bag. But, unlike so many of my Rube Goldberg contraptions, this one actually worked VERY well. It created a low pressure area inside the closet so any air escaping had to go through the funnels and then into the Shop-Vac.

I had to wear a respirator inside the closet while sanding but when I was done, there wasn't a trace of dust in the office itself. Needless to say, I was a happy Rube and by the way, the clear funnel is a "cone of confusion" doggie hood for when they have surgery, etc., and you don't want them chewing on sutures.