When I learned to make beads, I was taught to pull them holding the mandrel with pair of pliers.
But this is much easier on the wrists.
A good quality vice, mounted on a sturdy table that is attached to the wall.
- open the vice,
- clamp the mandrel, close to the bead
- twist the bead off
- release the mandrel and repeat
If you are pulling beads that might break or have rough edges, I suggest holding them with a cloth.
You can soak the beads in water if you want to keep the dust down. It might help lubricate stuck beads, but improving your technique and buying good bead release will probably help more.