Having run into the exact same problem, I might be able to make a recommendation to assist you.
There are many variations on this theme, but they are all based on the "cyclone" principle. Spinning air cannot hold particles as easily as "linear" flowing air. Physics (SCIENCE!) is your friend.
One can build one's own cyclone vacuum assistant or purchase one. Having too many projects not completed or not started, I decided to purchase one, but building one is not all that difficult. Consider searching Instructables for Cyclone Vacuum and you'll discover many options.
My purchased unit, from ClearVue Cyclones seems to be perpetually out of stock, although the much higher priced versions are available. A friend purchased a competitor's model, which had a smaller diameter cone and is experiencing poorer results.
It appears that the larger the diameter of the entry point and the taller the cone, the better is the separation. As a test, I dumped some powder coating powder on the floor. Starting with a completely clean cyclone bucket, I sucked up the powder with the shop vac attached. A problem with powdercoat powder is that it passed through all but the finest of filter material and clogs the stuff that stops it.
My shop vac bucket was clean, while the cyclone vac bucket was dead black inside.
Sawdust and metal shaving (my application) don't stand a chance. I added some bracing strips rather than use the supplied fabric strap to attach the vac to the cyclone bucket.