Maybe this is obvious but I was surprised how well it worked ...
I was making a heated insulated box (for melting set honey as it happens) using the rigid expanded polystyrene foam packing from an old TV as a lining. The padsaw-cut edges were pretty ragged and the snowstorm of "crumb" stuck electrostatically to every surface.
So I carefully played a hot-air gun over the sawn edges, which melted down beautifully to a flat, hard skin with very little loss of shape, and all the loose crumbs shrank away to nothing.
Worth a try if you don't have a hot wire cutter. Don't know if this works with PU foam.