I vacuum my sand too. I do it in sections to break it up.
I just have a shallow sand bend, maybe an inch deep or so at the most.
I've always vacuumed my sand in every tank I've owned. I can't see doing otherwise. that's just asking for trouble when the day comes that it does get disturbed.
I used to vacuum the sand however now I just let it do it’s thing and replace it every so often if needed.
The cloud of muck is normal if it’s the first time.
I’ve vacuumed the sand in my tanks since starting in this hobby 5-6 yrs ago. I’ve only had one major incident and that occurred when picked up a rock which I had incorrectly placed on top of the sand not on the glass. The amount of detritus trapped under the rock over time acted like a bomb in the tank when the rock was moved. My coral suffered severely. I was able to nurse some back to health but lost others.
I’ve never had issues in 16 years with vacuuming sand bed even after a year with no water change. Maybe it’s good flow or enough cuc but never had issues and vacuum entire tank.