No, they are not very sensitive to dust unless there is so much it prevents airflow (and then it will be less sensitive, not more). The sensor is a disk coated with a catalytic material that generates a tiny current when a there is a certain rate of molecules combining with oxygen atoms on the surface (i.e. the chemistry of combustion). The chemical process is like one of those flameless propane catalytic heaters but at an infinitesimal level and is sensitive to some other combustible gases as well.
