The first step is an analysis of the fines. Typically, the baghouse fines are a selective set of compounds, usually ones that will interfere with the overall performance of the final product, and not just smaller particles of the starting material. Usually you will see high levels of sulfur, vanadium, low boiling heavy metals, etc. If the analysis indicates that it is good for your process, pelletizers or other aglomeration systems are available to help you. Search on the web for those names.
Good luck