In commerce you can find several dust collecting tools, ranging from plastic bubbles all the way up to tiny drill dust collecting vacuum cleaners. But let's keep it simple and cheap. Take a piece of paper, scissors and some Scotch tape and make one yourself in less than a minute.
Close the funnel with a piece of tape.
No vacuum cleaner and no shampoo required. Happy drilling!
Note: when you have to drill a hole in the wall, it's even much easier with this design.