I've been looking into the idea of Nomex socks as a collection bag. According to the Dupont site, The Nomex material is heat and flame resistant. Nomex socks are typically worn by firefighters, race car drivers etc. Sounds like a good choice to catch hot grindings. Looking on ebay, a pair of Nomex socks can be had for under $20. Has anyone tried these on a grinder?
I don't see why this wouldn't work, but I think that something bigger than a sock would work better. A grinder moves a good bit of air out the port, but a grinding wheel is a pretty inefficient turbine. Any back pressure will stop the airflow, and the collection bag/sock is effectively acting like a filter. A larger surface area will give less restriction that a smaller one. Along those lines, I've purchased several pairs of airforce surplus nomex thermals on eBay for well under $10 a piece in years past, and an arm or a leg cut from one of those would do much better than a sock.
I tried vacuum cleaner bags, but there is a fire hazard to consider.
I now use Kevlar Protective Arm Sleeves / Cut And Heat Resistant.
$22 from Amazon.
Kevlar is even more fire resistant than nomex, but either is fine. Treated cotton would be ok, as would wool. Other synthetics would be bad.
I see two small problems with the arm sleeves, but neither is a deal breaker.
1) Kevlar is a ***** to sew and cut (nomex is a much more friendly textile).
2) Kevlar sleeves (at least the ones I own) use two layers, and the thinner the fabric, the more air will pass through it, so you'd probably want to cut the hem off of them and open them up (doubling the length).
You could use a mortar/grout bag from Home Depot. Just need to close the one end somehow.
http://m.homedepot.com/p/Marshalltown-Blu-Tip-12-in-x-24-in-Grout-Bag-GB690-HD/100318167
Aside from not being fire resistant (which can be fixed by treatment), these are a tightly woven fabric (a heavy canvas) that will resist airflow. Sparks thrown in there will certainly be stopped, but you'll catch a lot more if your bag allows air to flow through it.