You can apply them wet. What I always do is use tape to get the dust, should it happen to leave residue, I just take a small bit of dish soap and put it on my finger, then wet my finger well and rub the underside of the film. Get it wet, but not soaking. After that just squeeze the water out with a credit card and have a paper towel near by to dry up the excess water that comes out.
Basically just lift the film and have a bowl of lightly soapy water nearby. Take your finger and just rub that water on the film from one side to the other in the area that has the dust.
It works perfectly. If I'm not making sense I can try to clarifiy that a bit. I know it sounds extreme but if you simply can't get the dust out, this is a brute force way of getting a clean install.
At first when you lay the screen down it will look like a mess, but as soon as you squeeze that water out it looks great.