Not sure which you mean by “that vacuum” - I don’t think I’ve mentioned which vacuum I’d be using yet, had I? I did mention I wouldn’t be using the shop media blaster…
Definitely not planning on blasting with no suction - if I were doing that I really wouldn’t have to spend $60 on the vacuum adapter I said I’d be buying, would I? 
I was also planning on bringing in my shop-vac - I’ve never really had a problem with them not filtering well, as long as you use the right filter for the job! A good fine-dust filter and a collection bag has always seemed to work okay… Matter of fact, I was thinking it might be too good and clog the filter too quickly, so I’d probably bring a couple of them. Guess I’ve never tried it with walnut media, but it certainly catches a hell of a lot smaller than a bolt! 
I’ll say the folks I’ve seen do this have never had much problem with their shop vac not being able to filter the spent media and other sundry crap. But I suppose I can’t be certain, you’re right. I can do a dry run with just clean media into a receptacle with an intake-port-sized hole, but that still won’t tell me anything about how it’d catch the carbon.
Then again, I bet I could find appropriate filters/bags for the Festool, and it is a good deal beefier than mine - could always use more suction… Hmm, I wonder who I could bribe to let me do that, and with what (hope springs eternal!)
