Cacti and succulents are not the easiest of plants to keep clean, especially when dust gets in between the spines, as its not as easy to brush or wipe off dust and grime like you can with soft leaved plants.
Avoid using cleansing chemicals that could damage the skin of your plants and may even kill your plants, and avoid using cotton wool wipes and buds as the tiny fibers get embedded in spines as the fine fibers can be very difficult to remove.
I have found that using a stiff eye make up or an artist paint brush is the best way to get in between those tight spines on the smaller plants.
I have found using a cosmetic brush or larger 1 – 4 inch soft paint brush a great help and a time saver for brushing dust or cobwebs off larger plants and large leaves succulents.
When it comes to very large cacti and succulents that are heavily spined and its still very difficult to reach those hard to get places with your brush, then a powerful water spray pump will work a treat, as the pressure of the jet spray will help to dislodge any dust and grime, but please make sure only use this method during the watering/growing season.
Another great way I have found to keep dust under control, is during the watering season, instead of pouring the water in directly onto the soil, I water the plants from the top and the water will cascade down the plant and into the soil taking the dust with it and this is also is a great help against Spider mites.