A dust-reducing building panel is made by selecting a dedusting agent that is a solid at room temperature but that melts to form composite particles by at least one of agglomerating and surface adsorption of fines under conditions selected from the group consisting of cutting, abrading or sanding. The dedusting agent is used to make a slurry including water and a hydraulic material selected from the group consisting of calcium sulfate hemihydrate and cement. After the slurry is made, it is deposited onto a facing material and formed into a panel. The building panel is then allowed to set. Some embodiments of the building utilize a dedusting agent that includes natural or synthetic waxes.