The Delfin vacuum is reliable and high quality, it does a great job of keeping things clean and powder where it belongs, however the filters are fairly expensive. It makes sense to use some type of pre separator to remove the bulk of powder before it reaches the vacuum in order to preserve the filters for as long as possible.
My original setup included a 5 gallon bucket mated to a plastic cyclone separator. This apparatus worked well but had static buildup issues that necessitated the installation of a grounding wire throughout. I further discovered these consumer grade cyclones, while cheap and fairly effective, still allow a good quantity of particles to pass by, which also contribute to clogging the filter. I think they are mostly intended for sawdust.
I elected to bite the bullet and purchase the Delfin cyclone setup. It is not cheap, but it does a really good job removing the powder and its fully grounded throughout, including conductive hoses, paint, and a dedicated ground that attaches to a hardpoint on the cyclone for grounding to my facility (basically the same as what’s on the vacc). The result has been more effective powder separation and I no longer worry about frying my very expensive 3d printers and/or their support equipment.
Here is the Delfin part number for the cyclone: ESD.SEP.0467
If you order this and purchase hoses, make sure they are conductive for static dissipation.
You will not believe the cost of this item, but it has been worth it for me. In the long run it will pay for itself in avoided filter replacement costs and potential static electricity induced damage to my machines.