You would only need to sand if the surface is rough. Usually if you use a good primer, the paper facing of the drywall does not raise that much to cause the surface to be rough. All it takes is a quick pole sanding...you hardly have to apply any pressure. People get all freaked out by hearing they have to sand...it's not a big deal, seriously. Get yourself a pole sander. You can buy them with the sanding pad attached already, or you can just buy the sanding head that screws onto any standard extension pole. Put some 150 grit on there and you are good to go. The first couple walls with the pole sander will be a bit tough going, but once you get that sheet of sandpaper broken in, you should be able to fly. Granted, some people have no coordination and can't pole sand....but just don't try to press too hard. Check your work with your hand as you go to get an idea how much pressure you need to apply. It shouldn't take much to get those walls perfectly smooth. You should only dust if there is dust on the walls. Gravity usually takes care of the dust. It's minimal anyway when you are just sanding primer that is not that rough. The only time dust becomes a real issue is when you are sanding patching. The reason we may dust is because we want the topcoat to adhere to the primer. If you paint over a pile of dust, obviously that dust may impede that topcoat from sticking so later it will peel. You probably do not need to sand after the first coat. Generally, there is nothing that will make those walls rough again after your initial sanding unless you are painting with old paint that is all snotty or you are using a cheap roller cover that sheds all over. Then you would need to sand off the roller lint and snots. If your paint starts to get snotty, strain it. You can by strainers at the paint store or use some old nylons.

I'm looking down the hall right now at my painted slab doors. I can see four of them from where I sit. They are all painted in a gloss finish, the same color as the trim and the walls. Surprisingly, since everything is painted the same, the walls, trim and doors don't look the same, due to the way the light hits the different surfaces.

Here ya go Jewel. For comparison, behind it is my Emtek entry door lockset with flat black finish. The paint is covering very cheap shiny gold brass. I should have painted the wood as well, but will go back and do that later. This is 3 coats. Although it's flat black, it has a slight luster. It's not a dead black.

You know... that wood looks pretty good. 70s still had half-way decent wood. So, ok I get that the modern palette has moved away from brown as the neutral to grays. However wood stain color choices have evolved the same way - plenty of grays now, from charcoals to silvery bleached out grays. Not to mention the dark ebonies, jet black, grayed out browns etc. Weathered gray is a popular color. What I dont get is the automatic default to WHITE 99.9% of the time on this forum. PLEASE consider sanding/staining this wood instead of encasing it in an opaque plastic film. Having lived with "landlord white" throughout the 80s -90s, white painted trim looks good for about 5 mins before it starts getting dinged and dirty. In a lot of settings, I think dark trim of whatever color just looks classier too. There are various products out there - rather than a full-on stripping job (yuck) you might consider some of the heavier bodied stains that just need a light sanding to give it some "tooth" (removing only clear finish without going deeper and removing the color.) I dont want to write a novel so Ill just leave it at that - the woodworker forum could give you m ore specifics..