As the old saying goes, you can't be too careful. I've shot hundreds of thousands of personally reloaded cartridge ammo, never a problem other than a few duds from missing exactly when the powder bottle ran out.
Then one day, shooting a .45 pistol with factory ammo, the pistol blew up! It came apart in my hands, and luckily, my glasses stopped a couple pieces of shrapnel. It was an obvious overload. My only injury was a fracture in my thumb. I told the ammo maker I would take no action if they replaced the pistol, a deal they were all over! I didn't know at the time that my thumb was broken, but the medical bill was nominal.
As recounted above, even soft lead can bounce around. I try to be sure of my backstop, but we all make mistakes. Safety eyeglasses are a must.