Hopefully you are not burning anything but rather only vaporizing liquid. Do not let your wick get dry and you should be OK IMO. I'm not sure who is worried about inhaling cotton dust, but my wicks are not very dusty - I think they are a bit too wet for that

Breathing cotton dust was only ever suspected of being a concern in fabric manufacturing. Silicosis on the other stand I can see, since the silica does tend to splinter with little shards breaking off due to it's brittle nature, however these have been shown to be too large to cause silicosis. I still don't like them, but there you go.
When I can no longer breathe the air outside without wearing a mask, then I'll start thinking about a filter for the
intake side of my e-Cig.