Years ago I read an article on how to get the best life out of your files.
Use file chalk. You can actual buy something called file chalk and pay an arm and a leg (if you can find it) or buy cheap kids chalk (you know the stuff they draw on the pavement with).
Rub the chalk on the file and use as you would normally, then clean up after wards normally. The chalk prevents metal and/or particles from bonding to the file during use, reducing wear and tear thereby extending the life and improving performance.
Yes it adds to the mess, but for a few cents of chalk, better file performance and reduce the money you spend on files the mess may be worth it.
Simple easy and cheap....gotta like it.