Ditto on the used dryer sheets. After several batches, you stop trapping the walnut dust and only trap the soot and primer dust which is Lead Styphnate (a big contributor to lead poisoning to careless reloaders) so trapping and disposing the dust is a good thing.

If you can't get used dryer sheets, raid the local laundromat or use cut up paper towels. The paper towels work, just not as well as the open weave of used dryer sheets.

If you have a feed store nearby, you can get crushed walnut cheap there. I got 50# for $17 which should last quite a while.