DO NOT use lights for heating. Use actual heaters
Lights (even "heat lamps") are a terrible choice because they are unreliable. They burn out with great regularity, and chickens don't know how to change bulbs, so they freeze until you notice the light is out.
I advise using actual, built-for-purpose, infrared (radiant) heaters. Or if you don't specifically need the radiant effect and need general heating, use actual quality heaters made for fixed installation in buildings. Any resistive heater that is 240V and doesn't have a fan (such as the ubiquitous, low-cost and reliable Cadet heaters) will cheerfully run at 1/4 power on 120V. So if you want 250W of heat, select a 1000W/240V Cadet heater (about $40).
With these heaters, you can use any common, off-the-shelf line voltage thermostat. (240V dumb thermostats work on 120V just fine).
For lighting, use modern bulbless LEDs
Since LED emitters are semiconductors, they will outlive us all. As such, having sockets on LED emitters is utterly pointless. (the drivers, on the other hand... but I digress). Anyway, hardwired, bulbless LED fixtures are perfectly sensible, and do the most to reduce fire risk.
Other than that, don't worry too much about dust. Use of metal boxes and conduit is plenty of security. Generally boxes are supposed to be relatively sealed from dust; old style "snap" dust covers for receptacles may be a good choice.
I would go with compression fittings on EMT; personal choice, and it does a better job being a grounding path IMO. Not a fan of the setscrew types. Since you have EMT you might as well use THHN individual wires, rather than pig-wrestling NM cable and violating code doing so (both conduit fill and the prohibition on assembling conduit over wires).