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They're actually better because they don't heat the lead up as much, so won't release nearly as many fumes.
That said, if indoors, make sure you have lots of ventilation and consider a 3M mask.We removed the paint off our original huge Victorian garage doors a few years ago, which must have contained a lot of coats of lead-based, and we had no problems.
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As BQ already mentioned they are recommended for lead based paint removal. If you have young children or pregnant adults around then look up best practice for handling the dust and paint that you have removed. It's mostly common sense but it's worth the extra care. Certainly with the lamps you get a whiff of smoke from time to time but mostly it just bubbles up and scrapes off very easly.
Try Infra red paint stripping, it's brilliant . The cheaper ceramic units you can get on ebay work, they're just slower than the lamp based ones.