Short answer
The Dutch expression "I've got sawdust in my head" seems to have originated from "sawdust head." This has been used since the 1920s as a slur for a stupid person and refers to the head of a puppet: brainless and filled with sawdust.
Longer answer
In English, the dull feeling (brain fog) experienced by some patients with long-term COVID is sometimes referred to as “a head full of cotton wool”. However, this doesn’t have the same origin, nor the same meaning. Do you know similar expressions in other languages? Let us know!