The good news is, no, you don't need to worry. :)
And if you are really worried about dust and wanting to dust proof the Pinhole Pro, you can do so by fitting a standard 58mm UV filter lens to the front threading of the Pinhole Pro, just like how you would protect your other lenses.
The truth is, just removing the lens and changing lenses will increase the risk of dust on the sensor. Your sensor is going to get dirty and require cleaning as part of typical maintenance anyway. Since the pinholes in Pinhole photography are extremely small (0.1mm to 0.8mm diameter), the chance of getting any dust into the camera is exponentially smaller comparing to your regular activities of changing and removing lens from the body.
You can purchase a 58mm UV lens very easily in most camera stores. If there's enough demand from our backers, we would possibly consider shipping the Pinhole Pro with a standard UV lens in the package (of course this will mean we will need to increase the pricing slightly to cover the cost). Feel free to send us private messages if you would like the UV filter as part of the standard Pinhole Pro package in the future.