The only thing to fear with chemicals, is people mixing thing they don't thoroughly understand.
It is possible to mix compounds which are unstable, but there is no reason to use such mixtures for pyro.
And obvious reasons not to.
Most pyro material is totally safe until fused.
There are well known techniques for safe handling and storage of large and small quantities of materials.
Most fireworks plants with problems have ignored long held practices for safety.
It is legal to store 25 pounds of black powder in a home.
This is not very much when you are firing the larger cannon.
While the potential power is extremely low compared to modern high explosives, smart people always have great respect for any amount of rapid oxidant, just as you would for a full tank of gasoline.
Basic safety includes obvious things like not storing everything in one place, using proper containers, no high heat, etc.
I am happy to say I have never met anyone handling pyro at burning man, that didn't inspire confidence.