Holy cow, never knew how much dust could accumulate in the nMP. I was cleaning my audio interface and happened to blow some compressed air towards the nMP and this big wad shot out. Had to get the vacuum and give it a deep clean.
The cheesegrater at least tends to collect dust, rather than sucking it all into the machine (though of course some gets in there as well). Wiping the front of it with a damp cloth every now and then will deal with most of the dust, though I do occasionally open up the side just to blow some air around.
Be careful vacuuming up dust if you're using a household vacuum hose. Most of those have a metal tip, but the rest of the hose is rubberized. As the dust travels down it at high speed, you can get an incredible build-up of static electricity that will happily arc 1-2" through the air and into the nearest conductor.
Admittedly, the dust needs to be pretty bad for this to happen. I've personally fallen trap to this once, and that piece of equipment never worked right again (the ESD arced right over and into the CPU board). I've seen it happen to other people with varying outcomes, sometimes you're lucky and it hits a grounded metal surface, other times you're not and it destroys some critical PCB instead.
Generally, I recommend that people use compressed air instead in an area of the house you don't care about dust in (ie, a bathroom or something). Make sure that the compressed air is rated for unenergized equipment, since I know there's stuff out there that is only safe to use on energized/grounded gear (usually this only matters if you're buying your compressed air from an electronics depot in bulk rather then at Futureshop/Bestbuy/Costco/Staples/etc). You can also invest in a 3M ESD safe vacuum cleaner- these are toolkit sized machines that have a completely grounded hose (this is about the only safe way to dust off a machine if you're using a bristle attachment). They sell for about $150-$200, I've had mine for 15 years now and it's all I use. Well worth the investment considering the cost of my machines.