So, I've been carrying this dust monitor on my commute.
You can blow up the pictures to the right to see what the exposure levels were at various waypoints.
The EPA limit is 0.035 milligrams per cubic meter (35 micrograms per cubic meter), but the fact that many of these measurements are above that doesn't necessarily mean that they are hazardous. Transient exposures to high levels of dust make one sneeze and not much more than that. EPA only gets excited when someone's daylong exposure is above that level.
It's pretty early to draw any conclusions, but it seems pretty clear that dust levels are higher on the station platforms, particularly the underground ones, than they are on the trains themselves.