although i haven't tried myself....
have you thought about using those dust shields?as i say i haven't tried yet but i would think they could help you.once you have them clean try putting a coat of wax/polish on the rims.it may make cleanup easier.i use pagids and do them myself(more for the enjoyment than saving money) and the dust bothers me but i look at as the price to pay for having great brakes
'95 s500 (bought for wife but can't bear to share!!!) 125kms
'92 legend 180kms
'88 tbirdturbo(fantastic car-only regular maint.)120kms
'87 mustang gt(gone)
'85 mustang gt(gone-but not forgotten)