Topic line says it all. It’s cloth, and relatively thin. I’d love to be able to do it without going to the (relatively minor) bother of removing it from the rest of the lamp.
Masking tape? Lint roller? Some other method I haven’t thought of yet?
Any gadget design specifically for dusting. A paintbrush would do as The Punkyova suggests (and in fact if it’s one of those crinkle-type shades, a small paintbrush would allow you to really get into the crevices). A brush vacuum cleaner attachment. A feather duster.