When I’m drilling a hole in a finished gypsum-board wall or ceiling (or plaster for that matter), cleaning up the dust can take more time than drilling the hole and installing the hook or screw.
To capture dust, use shaving cream. Place a spot of shaving cream about 1/2 in. deep and 1 in. dia. on the spot you want to drill, and drill through it. When complete, wipe the shaving cream off the wall with a rag. The shaving cream captures the dust and minimizes cleanup.
Dana Bres, Arlington, VA