The only problems i have had is having 3 or 4 trays of selenium sitting around with poor ventilation. and then it was a head ache.
Basically the warnning is just that, be smart.
We also use gloves, tho an occasionally splash is nothing to worry about. THere is selenium in many of the products we use everyday.
One area that i am adamant about is not allowing expected women take my toning class. All of these chemicals are so toxic that I don't want anyone taking a chance. Of course, when I taught a color printing class i had the same rule. t his is problem over kill, but in the case of unborn children ; why take a chance.
I have been doing darkroom work for over 50 years and the only side effect has been the loss of figure prints as i only use gloves for toners and PMK.