For years i did al of my smelting on a Coleman with either Coleman, Unleaded and them propane.
Unless you are careless enough bring the molten lead to a boil, there is very little chance for lead fumes. There is a higher risk from lead dust in an indoor range than casting your own. Lead oxide dust can be a hazard as you smelt you lead to a clean the alloy, but not a severe risk with some common sense.
Ken