Spiral arms are distinctive features of many circumstellar disks, observed in scattered light, which traces the disk surface, millimeter dust emission, which probes the disk midplane, as well as molecular emission. The two leading explanations for spirals are wakes generated by a massive planet and the density waves excited by disk self-gravity. We use stratified 3D hydrodynamic shearing-box simulations including dust particles and disk self-gravity to investigate how gas and dust spirals in a self-gravitating disk depend on the simulation size, the cooling efficiency, and the aerodynamics properties of particles. We find that opening angles of spirals are universal (∼ 10 o ), and not significantly affected by the size of the computational domain, the cooling time, or the particle size. In simulations with the biggest domain, the spirals in the gaseous disk become slightly more open with a higher cooling efficiency. Small dust follows the gaseous spirals very well, while intermediate-sized dust with dimensionless stopping time (St) close to 1 concentrates to the spirals more and shows stronger spirals. However, large dust with St > 1 also shows spirals, which is different from some previous simulations. We identify that this is due to the gravity from the gas to the dust component. We show that when St Q, the gravitational force from the gaseous spirals to the dust particles becomes stronger than the particles' aerodynamic drag force, so that the gas significantly affects these large particles through gravitational interaction. This has important implications for both spiral observations and planetesimal formation/dynamics.