There are a lot of myths about resin dust, most making it out to be worse than it is.
Resin dust is inert, there is nothing particularly bad about it.
That said all dust is bad to breathe, wood, resin, plastic etc. If you are making a lot of dust definately protect your lungs, and control the dust to the best of your ability then clean up well afterwards.
I primarily use hand tools with resin, sanding by hand or using a small razor saw etc so I don't create clouds of dust. I will typically work over a small trash can or other surface that will allow me to collect the dust for disposal.
Edited to add, that as with many substances, there are people who react more strongly to resin than others, so do keep track of your reactions particularly if they seem to be getting more severe.