how good are cyclones on very fine dust?

Charlie...I use a Dust Deputy on top of a 5-gal bucket with a Ridgid shop vac. Connections are 2 1/2".

I use it for sanding spackle and sheetrock dust as well as fine sawdust when connected to the dust port of my Dewalt ROS. I've also used it the same way on the teak on my boat and a quick sanding before bottom-painting. Outside furniture, old varnish (until I started using my Stanley 80 scraper), refinishing table tops, between poly applications, hardwood floor repairs, holes in the wall repairs, etc... It's very handy because it's portable... I have also connected it to my Fein tool dust port...

I start with a clean filter in the shop vac and it stays that way...all the fine dust is in the 5gal bucket. I have noticed that the shop vac can "over-suck" the DD and the dust swirls at the top (instead of dropping down) until I break the vacuum. Easy fix is to put a small door at the top of the DD to let some air in and that should take care of it.

The ROS's I have (Dewalt and Bosch) sometimes leave fine dust as the ports don't grab all the sanding dust...but that's a ROS issue.

Short story...? Works for me...for all the sanding jobs I do...

I only get sawdust in my bag if I need to clean out the 30 gallon fiber drum. I have my DC unit in a small chamber I closed in between the shop shed and another shed I use for an office. The enclosed space returns the filtered air through a 20x20 filter back into the shop so I don't waste the heated or AC air. Lots of ways to enclose the DC, but you need an easy access door so you can check the bucket. 15 gallons means you need to empty it about the time it's 2/3rds full or you'll get blow by dust that can clog your filter. Here's a pix of the setup. The super dust deputy sits atop the fiber drum, air flows out the top into the DC motor/blower, any remaining sawdust drops into a plastic bag, then the air flows up into the Wynn filter. You can see the 20x20 return filter on the wall behind. The power plug is connected to a switch inside the shop. This is a revised installation. I shortened the connectors, straightened them as much as possible, and made a very gradual turn down from the top of the SDD. The sound level is so low I occasionally forget to turn it off. Someday I'll put in a remote.