Lubix works great on shapeyways puzzles. Make sure you get rid of all the dust first, though. Especially with the 3x5x7. All of the pieces have small holes to drain the dust out. Take the time to be sure all of the powder is gone from each piece before dyeing and assembling.
Mine came assembled, stickered etc. Do I need to worry about dust? I'm noticing that as I turn it, there is still some black dust coming out. It can be seen on the white stickers and it's slightly on my hands when I'm finished with it, so I assume there's still some dust floating around.