Don't sweat the small stuff. I had a gas furnace in my shop for years and no problems. In order for saw dust in the air to explode it would have to be so heavy that you couldn't see or breath.
I live in Kansas and we do have grain elevators explode from dust in the air but, you would have to see what the air and surrounding surfaces look like to understand how it happens. The humidity must be right, almost a 50/50 mix of fuel/air ratio in an enclosed space and a good source of heat, spark or flame is what it takes to ignite.
Next time you go camping or are around an open fire, throw a hand full of flour into the fire. Yes, it will burn and maybe even make a small fire ball but, I'll bet you will use a few hand fulls of flour before you get it to burn.
I have since changed to a small electric heater for efficiency and convenience but, not because of being afraid of a fire or explosion from gas.
I once had my shop in the basement where the gas house furnace is and I ask the furnace repairman about the saw dust (I was more concerned about the filter and getting dust up stairs) he told me not to worry about it.
Rog
