A fleamarket find for under two bucks and some scrap pieces started this fast, tiny project:
An air-tight metallic coffee can (110 mm dia x 180 mm tall) with an old, free, discarded and eviscerated 3-phase,
400 V 63 Amp CEE plug (original at left pic, top right) makes a "Cyclone Pre-filter" thru a 15 min DIY session:
Turn a 85-ish mm hole in the plastic lid, drill 4 bolt holes holes and fit between the plug top and bottom
(that already has been relieved from the brass connectors and their holder).
Drill/ grind/ butcher a tangential hole near the can's rim, that'll just fit a left-over, chopped-off bike saddle post with Epoxy,
attach a dishwasher emptying tube (always "a good keep"),
and a piece of plastic conduit for a nozzle to get into all these tight spots.
Stab the nozzle of your household vac tube into the top, as the former cable grommet will give a squeeze fit.
Use at desired noise & speed of your vac, and empty by just snapping the lid aside.
You could also drop a magnet at the bottom for collecting tiny magnetic chips/ grinding dust, and stuff some coarse filter
(as I put som stringy, long Al swarf) in the red exhaust tube (center left).
This pre-filter takes also care of the really hot stuff: swarf and grinding dust, so your shop vac's dust bag won't catch fire.
Having just said that - the usual disclaimer applies: Be safe, do your own risk assessment and consequence analysis beforehand.
-Don't come whining to me if you found out (and survived) that sucking up paint thinner or gasoline wasn't such a good idea.
Small to store, easy to use and clean, and above all: -DIRT CHEAP! (Bad pun intended)
Tip: Remember to save the fine free machining brass pins from the plug for future lathe projects.