I’m no expert but whenever this question has come up here, there are usually two recommandations:
- using a 0.3micro HEPA filter. This thread has plenty of details on machining FR4 and how to do it safely (it covered milling carbon fiber, but same difference)
- milling underwater (bathing). If I had to do it, I would definitely do it that way. There is an ancient thread that covers one way to do it.
I think that when it comes to respiratory health, being borderline-paranoid is a good thing.
I would also recommend simply testing your dust collection & filtering setup. Mill MDF for an hour, go away for a few hours, come back then run your finger on a flat surface nearby. If any MDF dust can escape dust collection, then I would not mill FR4 on that setup either. And definitely not if the machine was near my bedroom.