Santa brought me a power smith several years ago. Works great, though as mentioned, any glowing ember will hit the filter and begin to burn a hole. (don't ask how I know!) So cold ash only.
The other consideration is that with such a fine filter, it plugs fairly quickly, so if you go in thinking you're going to suck up the entire ash bed, a couple shots of that and you have the whole vacuum / filter to clean out which is way more hassle than shoveling ashes in the first place. Sadly, there is no 'disposable bag' option as a relatively cheap paper bag would be a fire hazard, and anything more exotic would likely be too costly to be disposable.
So your best bet is scooping/shoveling/ash panning ashes as normal, and using the vacuum to clean up any small spills and as a 'dust collector' to help with 'fly ash' when doing the normal cleaning. Then pick a nice, windy day to dump the vacuum and shake out the filter which has collected the finest dust known to man. Ideally stand 90 degrees to the oncoming wind for the dumping / shaking. Straight down wind, is obviously bad, and straight up wind will make eddy currents around your body and suck ash back in your face, too! (Again, don't ask how I know!)