Wolfram (a.k.a. Tungsten) is a largely inert material. If you want to poison yourself with it, a 200 lb. man needs to eat more than one pound of the metal.
To compare, mercury is poisonous in micrograms. Here is one report:
A 1987 report described a 23-month-old toddler who suffered anorexia, weight loss, irritability, profuse sweating, and peeling and redness of fingers and toes. This case of acrodynia was traced to exposure of mercury from a carton of 8-foot fluorescent light bulbs that had broken in a potting shed adjacent to the main nursery. The glass was cleaned up and discarded, but the child often used the area for play.
The same Wikipedia article contains a large list of other cases related to mercury.
I still say that Wolfs sound dangerous.
The toddler played where an entire carton of 8 ft fluorescent tubes had broken. How can a little tiny compact fluorescent compare with that. Just clean up broken CFL carefully, double bag it and discard. It would be a good thing if Home Depot, Lowes and others would allow a drop off. I once broke a thermometer as a child and played with the little blob of mercury for a while. I am now 72 and in good health. Govt has to oversell the dangers of things like mercury, asbestos, etc. or they will be accused of not protecting the public. Very minor occasional exposure should not be a problem.
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Ah ha! So that's what models do--they lick fluorescent light bulbs!