Sort of similar to the white coating on a blueberry where touching it leaves a mark. I don't think I've seen this on any other Russula or other mushroom I've come across and was wondering if there is a term for this. If I was smarter I'd have put it under the scope to take a look at the very surface. I don't think it was just dust from the road because this was found well into the woods and the roads weren't particularly dusty that day.