Sanding filler usually leaves dust everywhere and is a boring job. I have found a way that makes it much easier.
I take a cloth and soak it in water. Then I wring it so that it doesn't drip. I then use the cloth to "polish" away the excess filler. I find it both easy and dust free. Occasionally I rinse the cloth in water to get rid of filler.
One thing to note with this dustfree method of sanding filler is that you must let the remaining filler dry before you paint it over.