I don't know where you got the idea that inrush and fire go together?
I think, if anything, it would be a fire hazard only due to thermal cycling of already-marginal contacts, causing a spark on internal wiring that then burns things down? And if the wiring can't handle typical inrush limits (up to 100A or so?), it was probably going to happen sooner or later, and your tiny load isn't going to be any kind of cause. It's just so far down the list, compared to say, shock hazard from insufficient clearance, or fire hazard from insufficiently fused circuits, etc.
Inrush is more just a nuisance thing: causes lights to dim, reduces power line capacity, nuisance trips (fuse/breaker), etc.
As for others, like the uh, I've tested XP's ECL05 series before; they have onboard filtering, though not enough of it, so expect to need an external CMC or two, and Y caps. IIRC I found good results with a 220uH on the output side; Y cap from AC_N, to DC GND after the CMC; and, I forget if the 10mH on the primary side was optional or required for that one.
Relay contacts are just that, contacts. If a load decides to blow up, there's nothing you can reasonably expect to do on this side to prevent it. Wire up well behaved, approved loads and you're fine.
Tim