The finest paper I ever use is 400 wet/dry. If it goes through into the dye too easily, I'm either sanding too much or didn't lay down enough thickness of finish before sanding.
Try this, just knock off the highest spots of the acual specks of dust with your sandpaper, address one at a time if you must. Then rub it lightly with 0000 steel wool, wipe it off good and spray again. You'll eithrr be happy with it, or continue to build more depth so sanding can be done until you are.
I don't know how many coats you had on here before you tried sanding, but I won't try to sand it until I have at least several coats applied... even if it picked up a dust particle on the first coat.... especially with a nice dye job under there :^)
You're right, it's almost impossible to redye a spot to match if you sanded through. I've been there a couple times. That's why I try to build sufficient depth to sand, but keep dust out of it while it dries so perhaps I don't have to :^)