Hi Nobby,
I would recommend a dust-downer as a opposed to a filter box for several reasons.
Most filter boxes are designed to intercept fluff rather than dust. A cloth bag could be added to trap dust also, but this would have to be removed prior to wet extraction, whereas a dust-downer can be left insutu.
The amount of water used is small, since, as you supposed only a mist spray is required near the tool end of the hose. These devices are easy to construct or Ashbys sell an inexpensive but effective one.