I will be honest, we have never sifted, vacuumed or otherwise fooled with the pellets.
Haul bag in, open hopper, flop bag on stove, cut bag open, dump in hopper, close lid.
We have never worried about the dust, it burns too.
We do screen the shells, simply because there is a very good likelihood that some sticks or other piece of debris that can/will or might jam the auger will be in them.
A stick the size of your thumb is not out of the question, and will REALLY EFFFF the auger/motor
Ask me how I know this
The one Quad in the apartment on the lower level is the only heat source there, and is on its third fire pot and likely the 6th or more igniter since it's install new in 1993, and we have never sifted vacuumed or in any way fooled with the pellets "They is what they is"
We even had a few bags that may have gotten slightly abused and had a lot of loose sawdust in them, they went in and through the machine just fine.
At seasons end, we do run the stoves out or nearly so and vacuum out the entire hopper and auger, plus the mechanical cabinet and such.
IMHO, far too much fiddling is done with the pellets.
Dump them in and LET IT RIP.
Snowy