two other things could account for your whitish powder. First, some cacti do produce a fine waxy layer and that would be a natural and plant enhancing thing. Also, you could be dealing with either salt residues from fertilizers or possibly calcium deposits from a water source. Neither one would be detrimental to your plant if the epidermis is not damaged by whatever it is that causes the white powdery substance on your plant.
However, if you are in fact dealing with either mealy bugs or armored scale insects, then you do need to do something about the situation as soon as possible. Mealy bugs will produce a velvety cotton-candy like matting under which the adult female and the immature insects and eggs are hidden. The soft-bodied adult will move if disturbed. The armored scale insects on the other hand are immobile. They are permanently attached by their feeding tubes to the host plant. However, you can use a magnifying glass and check the white material that you have carefully removed from the plant. If it is easily removed and not coarsely "bumpy" looking, you do not have an insect problem. By the way you describe the problem, you are not dealing with an insect. It would, however, be a good idea to post a digital image (close-up/macro shot), or at least take a magnifying glass and take a good look at a little bit of the white substance.