The Stardust mission, in which a spacecraft collected dust from the neighborhood of a comet, has collected about a million particles. So far about a quarter of them are refractorieshigh-temperature minerals. Comets are thought to be something like a dirty snowball, mostly ices and organic compounds that form and survive in cold conditions. Olivine is prominent, in the high-magnesium forsterite variety. Anorthitehigh-calcium plagioclaseis another. Also found are calcium-aluminum inclusions or CAIs, the very first solid objects to have formed in the early solar nebula. We know these from meteorites, of course, where they are clues to the early environment in the solar system's nursery, but to my knowledge no one had any data on their occurrence in space dust. There's no reason they shouldn't be there, though. The likely candidate for their source would be other stars. See more detail at the Stardust mission site and this BBC article.