If you are just doing a small amount of chasing and want to minimise mess I would avoid a grinder if possible (unless you have one with good dust extraction). Score the edges of the chase with a stanley knife as deep as you can, this should help give neater edges to the chase. Swiss cheese (drill loads of holes) the centre of the chase with a drill, mark the depth of the chase on the drill bit with a bit of tape so you don't go deeper than you need to. Depending on what your walls are made of you might find that you don't need to use the SDS chisel as some blockwork and bricks are quite easy to chisel. A Hammer and a bolster might be all you need, it will still make a mess, but should avoid the fine dust a grinder will make.
Dave
Dave