I don't know of any dangers of using helium to either life or gun other than the increased power it produces. It's inert and non-toxic.
As far as I know, most of the extreme big bore makers talk about using it in their rifles. Extreme Big Bores and Quakenbush definitely do. In some States it's the only way to make air rifles powerful enough to meet the minimum power regulations imposed for certain game.
I know of people who have tried it in various small bore PCP guns too.
What dangers are being referred to?