Hey CHD,
this is discussed from time to time. There was this thread the other day:
I think a 4" only works with your dust collection system. I would use it. There is a big difference between a Workshop Vacuum Cleaner and a Dust collector, and that many say, a shop vac is not ideal for a CNC machine when milling wood.
See also
What is the best dust boot for the Onefinity
Welcome to the forum!