The only rounds that would pose a danger are those in a loaded firearm, that cook off from the heat.
All the others simply pop the sides out and make a sound like a firecracker.
If that wasn't the case -- if rounds were fireable outside of a gun -- you would be able to improvise a single shot firearm with a pair of vice grips and a hammer with a point on it.
There was a case where someone stored their pistol in the oven. Someone turned the oven on, and the round in the chamber went off, exiting the side of the stove.
Egg-zackerly.