The use of galvanised pipe for instrument as opposed to plant air is not good practise. If the air is dried to a pressure dew point well below the lowest possible ambient, which it should be for instrument use, there should be no problems. Even so, it is good practise to install good quality particle filters at each user point.
It is usual to use copper or stainless steel for instrument air. There are also some high quality plastic pipes and plastic coated aluminium tubes which are excellent for this application.
A properly installed instrument air system would include an air filtration and dehydration package, with non-corrosive piping and tubing. Then no point of use particle filters are required.