Yes, its very common, and it does ease off after a while. My 987 is 6 months old, and now it takes 2-3 weeks to cover the wheels in dust instead of 1
A common and clever tip is next time you wax your car, do the same to you wheels after they are clean - with a good layer or wax on the wheels your break dust will wash quickly off with a quick squirt of a hose (or in the rain!).