Shake-out bags are fine, if you have perfect nasal/sinus anatomy, and are not prone to allergies.
Yes, removing the dust each time is satisfying to see it all go away when done. But, I now am even more satisfied when I change my G6 HEPA bag every month or 2, to see not only is the disposable bag full, but the inner lining of the cloth bag is completely dust-free (meaning no bag or fill tube leaks.)