I think all birds can be dusty. Grey's are much more dusty than Macaws in my honest opinion, or at least mine are more dusty than my macaw! Cockatoo's too are very dusty. I think Amazons and Macaws are about the same dust level.
From little to big - currently 6 Linnies; 2 Budgies; 1 BHP; 2 CAGs; 2 Zons; 1 GWM. Formerly in the flock: 1 LSC2 [fostered/rehomed] RIP: 1 budgie 1 WCP & 1 sweet Pan Am
Eastern Galah - Suki Lala 10 months old
Greyhound Cross - Max 7 years old
Great Dane Cross - Marque 2 years old
Rats -Lola 1yr old, Tsuyu, Enya, Fury all 6 months old, Cookie 8 weeks
I've lived with my Galah for little over a month now and haven't noticed any dust...but that may be because I live near road works so there's already heaps of dust in the air. (Sorry if that was random)