Hi, I just came back from Northern Xinjiang and the Middle East and the 'fine sand' in those places wasn't too much a problem to me. Of course I was mindful of the environment and took some precautions.
1. Change lens in as quickly as possible. Check out Youtube for some demo on how to change lens in the shortest possible time.
2. Turn my body away and block the wind.
3. Avoid changing lens if it is really too windy.