Good question. Since I’m only using a couple of drops of WD-40 a minute, and the chips are warm/hot almost 100% of the liquid evaporates leaving the chips nearly dry. Since this is a metal they have enough mass not to be blown around, so they stay in place so I don’t use a dust collector. If there are too many chips, I’ll push them into a pile (out of the way) and at the end of the job I sweep them up and put them a 5 gallon bucket and recycle them. I am about one third full on my second 5 gallon bucket by the way.
Note The 3/4 x 3.5 boards are used to keep the chips away from the lower Y-Axis V-Wheels