I suspect that what you are talking about is pellet ASH (residue let after burning the pellets), not pellet DUST (residue from unburned pellets found in the bag when empty or the pellet storage container of your choice). Picky, I know, but there is a difference.
There will always be ash covering the bottom of whatever cooker brand you are using. CC advertising easy clean out not withstanding, this does include the CC products. You WILL need to vacuum out your CC periodically. I do mine about every 2 or 3 cooks bassed on what was cooked. The longer the cook time (briskets for example) the more ash you will find in the bottom. Smoking chicken or pork chops would leave way less ash and you could go longer between vacuum clean outs. The removable ash cup on the CC is useless and nothing more than advertising hype. A lot of us have already learned to cover the smoke diffuser plate with foil for easier clean up of the diffuser plate. And no, you don't have to poke holes in the foil to get your smoke flavor.
Good luck with your new toy and good eats to you and yours in this fast approaching new year.