I wore a face shield but not a mask for the first knife I ever ground. Didn't get a headache ( I actually like the smell of steel) but I did get a mustache from the dust.
That's why I (usually) remember to wear a dust mask. I haven't worked with any real toxic woods yet but I find a mouth full of mahogany or maple dust is quite unpleasant. Though after reading this, if I do use more toxic woods, I'll buy a respirator.
BTW, I've been on Allegra D and Flonase for my allergies for about 4 years now and it works great.