It’s reasonable to wonder if heating up plastic until it melts releases fumes that aren’t safe to be around.
Taulman designed the 2BEIGH3, a 3D printer that converts into a 2D CNC machine. Part of his work involved printing in nylon, rather than ABS or PLA. One potential source of nylon filament are the cables that weed wackers use to chop down plants. When questioned about whether or not the process was safe to be around in an enclosed space, he designed a test procedure to find out how much, if any, hydrogen cyanide (HCN) was released by the 3D printing process.
The entire process is documented on Instructables. The short of it is that he tested several different types of ABS, and several different types of nylon, and found that the only plastic that produced any HCN was weed whacker line, and even that was only 0.1ppm (parts per million) which is significantly lower than the OSHA/NIOSH/ACGIH standard of 4.7ppm.
So, if you accept his results, there’s nothing to worry about. Taulman also has instructions for cold-rolling an oiler needle down to 0.32mm for high resolution extrusions, printable ball bearings races, and a permanent nylon coffee filter.