This is my procedure when working in the field.
The step that counts is #4 which I can do in under 5 seconds (faster on some cameras), which greatly minimizes the chances for the ingress of dust.
- Barring other conveniences, squat or sit low on the ground just in case of a fumble/drop error—even a mild impact can ruin a lens optically even if it shows no physical damage. Hard experience has taught me this and it has been years since I have had that unfortunate experience.
- Find a wind shadow if available and/or wait for a lull in the wind and always turn your back to the wind and shield the camera with your body.
- Release and partially loosen the lens on the camera so that you can quickly swap on the new lens. Some cameras designs place the release button on the wrong side, making this even more important for a right-hander like me.
- All in one quick operation: remove the lens cap from the lens, remove the pre-loosened lens from the camera, attach the new lens, cap the removed lens.
If it is extremely dusty and windy, carrying a changing bag might be warranted, or stick to a zoom lens and avoid changing at all. But if it’s that bad, you’ve got other problems and I won’t subject my equipment to it because fine dust can get into lens motors and other places (Burning Man is the kiss of death for gear). Some types of dust can get in and cause steady damage until gear fails.
Avoidance and mitigation
Changing lenses without contaminating the sensor is one concern, but the key one is that high-res digital is extremely difficult to work within in wind (for sharp pictures) unless very high shutter speeds are used, which is usually not viable for landscape work because of the need to stop down.
Even a modest wind poses very high risk for blurred images, so I avoid such conditions, or wait for lulls on blustery days where it can puff to 25 mph then to almost nothing. Or find wind shadows and I always shield the camera and tripod with my body as close as possible, including hunching very close and around the rig when the wind is a significant issue.