I'm thinking that your air ducts are your problem, because I emboss constantly don't have this happen.
I keep my most-used EP in covered tupperware-type containers with a plastic spoon inside, so I can just hold the paper over the container and sprinkle the powder on and then dump it back in. I don't have any stray powder when I do that. When I use my less-used colors, which I just keep in their original bottles, I sprinkle my project over a piece of scrap paper and then use the paper to funnel the powder back into the jar. In those cases, I sometimes have a bit of extra powder lying on my craft sheet, but nothing like you describe.
Something is causing your powder to blow around a lot more than it should.
Your embossing box solution sounds like it would work. But you could also find a less drafty area to emboss in.
And this might be a shot in the dark but it sounds like you are using that tray thing that SU sells. Some love it, but I thought that thing would be the worst of both worlds: While it gives you lots of space to work over like a piece of scrap paper, the excess has to be brushed down into the funnel, which I think would encourage flying powder. With a piece of scrap, you pull up the sides and tap against the edge of the container and it all falls in. Then you throw the paper away. The container method is the best IMHO. If I had room, I'd have a container for every one of my powder colors.
I'll be curious to see if anyone else has had the same problem as you are describing.