I have the Miele canister S2 for three years.... Been using the bags that are specified for it, and even used the 3M aftermarket ones, spotless inside. I even wipe my finger to check every so often. Maybe your Capricorns are just bad luck for you. I use the blue 4 ply Home Solutions bags for my upright Guardian, no dust inside, just very, very little or find dust at the base by the fan motor.
