Have done it. You get wires stuck in all your arms, clothes, belly, chest, well basically everywhere. I had protective clothing and eye/face/ear protection so it didn't bother me too much but the little wires WILL get through denim, so you have been warned. They work rather well for removing surface rust, though. You just have to be doubly prepared for the little wires that fly off in all directions. Doesn't even count vibration-and that is an issue as well if you plan on using it for more than 30 seconds at a time. They do vibrate quite a bit. Thick gloves help with that but then you can't feel the grinder very well and that's an issue too.
I avoid them if possible. Sometimes it's not possible and in that case you better be doubly safe!