I pulled the flange of a musket cap out of my cheek the rest of the cap was still attached that's what I got a hold of to pull it out. I have had pieces of #11 bounce off but never have one stick in. I always are safety glasses and have had stuff bounce off them. I shoot way more than most people so I suppose these things are more likely to happened to me. I still use my Hawken and Renegade and underhammer rifles but always with safety glasses I have disposed of the obsolete guns I have had I really like and am quite comfortable with the new closed breach Muzzle loaders.
For the most part I would say that as long as you ware safety glasses and won't get excited over a small bump or cut you can shoot what you like. I would consider it dangerous to shoot 209 in an open breach gun with out safety glasses in fact I ware safety glasses when ever I shoot.