We actually recommend against building a box as they are tuned for large enclosures provided by your ceiling/wall cavities.
Over 99% of our speakers are installed box free and they work great like this.
If you have issues with in-ceiling speakers, you can later install something like a dynabox:
https://www.radioparts.com.au/product/39810250/dynabox-noise-barrier-enclosure-for-in-ceiling-speakers-for-in-ceiling-speakers
Our in-wall speakers don't usually have problems with sound bleed - you can retrofit something like this late if you do find you have issues:
https://www.radioparts.com.au/product/39810254/enwall-enclosure-system-kit-in-wall-speakers-in-wall-speakers
If you do want to cover for dust, you can install some timber over the top of the speaker with keeping the sides open. But this isn't really an issue as the rear movement of the speaker cone usually removes excessive dust particles.