i don't have a spare bedroom...... i use the kitchen, just after doing the dishes (water makes the dust setle... before i bring in the rod, i spray all the tiles with a fine layer of water, all windows closed to eliminate airflow around the rod, place some cold beers outside the kitchen, cover the working space with wet newspapers, and do my coating...... then i'll leave the kitchen, closing the door..... drink the beers and go to sleep.
i once was given the advice to do it in the bathroom, (first take a shower, all the dust will setle) then coat naked, so there isn't a sourch of fuzzies from clothes...... never tryed that, but it kind of makes sense.
if i made a dust free/poor box, i would defenitivly, use water proof sides so i can make them wet, and eliminate anything that can make "dirty" air circulate around the rod, would even make sure there isn't any thermal airflow by warm lighting,
all those things are worthless if you place a dusty rod in there, so it must be completely clean. (cork coverd by a foil or film, to prevent any corkdust, just to be perfect.)
even then there is a chance of dust in there, you need to open it so you can place the rod, so a 100% dust free is virtual impossible (unless your in the microprocessor or space industry, they do have clean rooms)
if i ever get out of that kitchen, i think thats the way i'd build a box.