I don't know if this will help you, but I have a air purifier that I have moved to the area that I do my treatments in. Since I've done this, I've noticed less mist in the air, which in my thinking leads to less residue. Keep in mind the filters may need to be cleaned/changed more often, but it helps. I guess in summer you could use the same theory by sticking a fan backwards in a window or patio door to help suck the mist air outside.
The last thing you would want to do is a treatment in a mist tent. You would have to take a shower and change your clothes after each one! I guess you could always do your treatment in the shower with the curtain closed <img src="i/expressions/face-icon-small-smile.gif" border="0">
Are you remembering to breath in big breathes? Sometimes I'll forget, and only breath in small, shallow breathes - which means more of the treatment goes into the air and not your lungs.
Residue is a pain, but I find wiping things down once a month and spraying fabric and rugs with Febreeze do a good job of getting rid of the extra film and smell.