lately someone told me that is not possible to take very fine cuts (dust)
with those highly promoted indexable turning tools.
Anyone out there with experience?

Yea, mostly true. If you want accurate work with indexable tooling you need
to plan on your cuts to be several thou. On my 10EE with CNMG insert, I make
my last ruff cut 0.050 over. Then take a 25 thou finish pass and measure.
Then cut to size (another 25 more or less). I have no trouble doing +/-
..0005 this way.

With finely sharpened and honed HSS on the same machine, I try to keep my
cuts to .002 minimum.

YMMV, different lathes/operators get good results with different techniques.

Karl