I suspect the real problem is simply that you have a very dusty bunch o' shavings. It certainly does happen. You may need to shop around. Unfortunately you cannot entirely depend on a particular brand name either, since (considering the nature of how shavings are produced) there just IS variation in quality. But definitely some brands are dustier than others.
Although what rooster-red says is true in a perfect world, I will tell you that when you get a dusty delivery of shavings at a horse barn, it is common practice to dampen them down *until better shavings can be obtained*, since at least for horses the effects of dusty stalls on the lungs are much worse than the offchance that mold may grow. Softwood shavings really do not mold easily at all, btw. And this time of year you should be able to have plenty o' ventilation so that excessive humidity is not going to be a problem. So personally I would do as you are, but try real hard to find better shavings.
Good luck,
Pat