Not yet, though I haven't done any metalwork since I got the magnets.
This was one of the questions I asked the guy who put them in, since I'll be running into this eventually. He said that this was one of his concerns going into getting his own, as he does a lot of work in a shop, but that he has found that iron and steel filings haven't been a problem.
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.