Turns out, another food will do just that. Just use a potato or an apple and grate, grate, grate. Then, discard the potato bits, drizzle some soap on the grater, and give it a thorough rinse.
Just as you would remove lint from other fabrics, you can use a lint roller to remove dust from lampshades. A word of caution: if you’re using a lint roller for a paper lampshade, be sure to roll it slowly and steadily as to not rip the lampshade.