With Li-Ion batteries there is always a risk of fire. There are billions of those things in use, and the risk is small. bit shit does happen. The risk probably increases with cheap power banks and crappy chargers and BMS systems. And also with mechanical damage. Especially the "plastic bag" type of batteries are (relatively) easily damaged.
Some easy counter measures to reduce the remaining risk are to put such a battery in a place it is not worn directly on the body, and can be easily disposed of when it does catches fire. There is a big difference between a 3rd degree burn on a body part and a blackened spot on the carpet, and to keep it away from other flammable materials. There is a huge range in the flammability of textiles. From easily ignitable to flame retardant. You can easily move a finger though a candle flame, but don't hold it still in the flame.
If you want to reduce any risk even further. Battery capacity of LiFePo is a bit lower, but they are also safer.