I never get away without any dusting, I'm afraid. If you want to minimize it, turn off the mixer and fold in the powdered sugar with a spatula. Then go back to the mixer to make sure it's well incorporated. But still do it in batches - don't dump all the sugar in at once or you will probably get clumps.
It can help to mix not in a mixing-bowl but in a much narrower, taller vessel, such as a plastic water http://www.pallatts.com/2-litre-red-plastic-jug/
This keeps all the mix-mass collected down at the bottom (not spread out across the wide bottom of a bowl), so a splash (or cloud) has to jump up higher to get all the way along the side walls out into the room and onto the counter (and you). Also, since the opening at the top is smaller, you can more easily cover it with your hand, and catch the splashes that way.
The powdered sugar sold at Migros and Coop is super fine and flies all over the place. I prefer to use the powdered sugar from Aldi or Denner. Much less fine and less of a mess!