We have dark cherry wooden blinds, and I am having a hard time keeping them dust free. I've used my microfiber cloths, and they don't do a really adequate job.
You might try moistening the microfiber cloth just a tad. I find too that sometimes it kind of pushes it around if the cloth is dry.
I've found that the Swiffer Dusters seem to grab and hold dust quite well. Dollar General (I think it is) even carries some generic ones that look similar. It's work a try.
Here is a link that might be useful: Swiffer dusters-scroll down a bit