I got a trash can with a lid for all my small parts and a shop vac nearby to clean out the catch tray of the laser after I cut something smelly.

I also upgraded my exhaust fan to make sure nothing got into the room. I got a variable speed DC fan so that I can leave it on a low speed after cutting something smelly to help the smell go outside until it dissipates.

I had the most issues with smell when I was using cheap wood from home Depot. When I switched to real Baltic birch the smell wasn't as bad so I think the other stuff had chemicals in it.

Acrylic still smells bad but it dissipates quickly.