We report on the design, construction, and performance of a custom apparatus built to measure the frequency- and temperature-dependent absorptivity of millimeter-wave light by cosmic analog dusts. We highlight the unique challenges faced as well as a few key innovations that are part of the instrument. Among those is an ultra-compact Fourier transform spectrometer. We have measured its effective frequency range and FWHM resolution to be 150-2100 GHz and ∼45GHz, respectively. Another innovation is a cold sample positioner whose temperature can be controlled within the range of 3.7-50 K. The use of a pulse-tube cryocooler results in a pulse-synchronous signal that dominates the detector (bolometer) signal. Methods used to address that challenge are also presented.