Back in my teenaged years some guy thought it would be funny to throw a round of ammo into our campfire. When the round cooked off part of the primer blew out and hit me in the hand. The results were nearly fatal… Not for me, the bit of metal just sank in an eighth of an inch or so and burned like crazy. But I was ready to kill the idiot over that little stunt.
When a round cooks off you can have hot coals and bits of metal flying all over the place and that ain’t a good thing. And I don’t think I would want to sit around breathing smoke from a fire that had lead bullets in it either.
I don’t have a link but there was a study done about how dangerous burning ammunition was to firefighters. The study concluded that ammunition didn’t pose any unusually high risks to firefighters. But this study didn’t say that burning ammunition was safe, just that the protective gear firefighters wear make it unlikely that they will be critically injured from the shrapnel.
If you don’t have a bullet puller then I guess the best thing to do would be to get some good goggles and put on a reasonable amount of protective clothing. (Enough that you feel safe but not so much you feel stupid.) Secure the brass case in a vice and use vice grips or pliers to pull the bullet out. If possible, cover the vice grips with some kind of non sparking material, particularly if you are working with steel case ammo. It’s pretty unlikely that you would get a spark that could set something off, but why take chances.
Make very sure that your hands, and any other body parts, stay away from the ammo while you are pulling the bullet. A few inches of space would mean the difference between major and minor injuries in the unlikely event a round does go off.
Powder can be safely disposed of by pouring it into a thin line and simply igniting it. (Don’t try this with black powder as it can burn really fast. Smokeless usually burns nice and slow at normal pressures.)
As far as the primed cases go… I suppose just spraying some WD-40 into the case mouth would probably deactivate the primers just fine, but I’ve never tested it. Primers are pretty strong so you have to treat them with respect. It might be best to just bury them or toss them in a river somewhere.
(All of this is just my opinion, use at your own risk.)