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
Note that in English, the term ‘a head full of cotton wool’ exists. This refers mostly to the feeling one cannot think clearly (also termed brain fog, for instance experienced by long covid patients), rather than someone being stupid. Do you know of similar expressions in other languages? Please let us know!