A good point. I have heard of primordial black holes as a candidate for (at least some) dark matter. Not heard that dust was ever a candidate (if you have a reference it would be appreciated).
Baryonic (tangible) dark matter exists in the form of MACHOs, which includes small cold planetary-mass dwarf stars. But there's a limited number of these, and the Big Bang hydrogen helium ratio puts limits on the amount of baryonic matter there can be.
That is the same thing as dark matter...