You know, I don't mind so much. Gives you a chance to see the inside of the weld and make sure you did a good job.
On that bracket I ground flat the first weld, ground a 1/4" groove in the middle of it, welded it again but in a wider circle motion, and ground it again. Both times I got to see that I made a deep penetrating, and continuous weld which is very important right there.
So the positive reinforcement of success was well worth getting metal dust all over myself.
That and my welds are generally so ugly I just have to grind them where people can see them. Haven't yet figured out the secret to making pretty welds.