I use a portable liquid gas (like paraffin) heater a bit like this.
It has a fan, so you get instant warmth, but costs far less than electric. (you do have to plug it in for the timer, and starter etc)
I've never worried about the flame and dust, as it really would take a lot of dust in there, airborn, all at once, and the fan is pushing all the air the other way.
I particularly like that you can put it on a "chill" mode, and it just keeps the temp up a bit, and you can take out the fuel cannister, and refill, whilst it's still running.
I can get my 64 sqm shop from 2 deg to 16 deg in about 20 minutes, and I go through about £90 fuel in the winter.
However one is supposed to ventilate by opening a door for a minute every hour or so.
Radiator would take way too long, and I think they're more expensive to run... not 100% sure but it used to be the case.