I don't use the powder pal that SU! used to sell. I use a basket type coffee filter. Works like a charm. Powder comes off slick as can be.
The other thing you said is that you like to have everything nearby. Once the embossing powder is on the stamp, you can set it aside (don't put anything on top) to heat emboss it later.
So, the inking/powdering part could be in one place, away from the vents. Would that work?