I have two shop vacs and I've never had that problem with either of them. One has a HEPA filter bag and is set up as a dust collector for my woodworking tools, and the other has a big cylindrical pleated filter which I do have to clean when I empty the canister. I stick it way down in the contractor's trash bag I just emptied the canister into, hold it through the plastic from the outside and rattle my fist around the inside of the filter until most of the dust is out.
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