I'm not a prolific builder, a couple dozen rifles over the years and I suggest that if you take your time, use quality parts and are "careful" that building a Muzzle Loader is a relatively safe hobby even if you go in with somewhat limited skills.
The most dangerous operation is probably the walk to mail box to grab your mail-order parts.
The barrels from the known builders are "safe" - if you don't exceed their recommended powder loads and you use real black or the subs, they are unlikely to ever fail on you. I have never heard "first or second hand" of a barrel failure where the owner/shooter didn't do something infinitely stupid to cause the failure.
Breech plugs are sometimes portrayed as the most dangerous installation operation which should be left to professionals. Unless you leave so few threads, or file them all off during an install the plug is NOT going to blow out on you. In the 60's guys would go to the hardware store, buy a grade 3 or grade 5 "bolt" and screw it into the threads they cut at the barrel breech (after they had squared off the barrel).
They would then cut off the head of the bolt, file it to shape and weld on a tang (chunk of metal) which was then (again) shaped by hand.
It's NOT rocket science - if you can install a bolt then you can breech a muzzle loader.
The greatest (danger) if you want to use that word would be in not getting the face of the breech plug snugged against the shoulder of the breech. That would leave a gap that would trap "cooties" and start "premature rust", but the plug would not separate from the barrel and smack you between the eyes.
As noted you could potentially cut a dovetail too deep in the barrel or drill too deep (if installing staples) etc which "could" weaken the barrel enough that with a stout load you could get a failure - but again, with some care that should not be an issue and it's not something I have ever seen or heard of causing a failure.
Installing a liner or drum in the side of the barrel is probably one of the operations where you have the "highest odds" of buggering something up. Incorrect threads, stripped threads etc would lead to a failure and there is numerous accounts of liners or drums being "blown out" of a barrel - more often the result of some "messing around" by the owner and not the builder, but it could happen.
Then as was also noted, an incorrectly inlet/tuned trigger could lead to unintentional discharge - pressure on the sear so that it's "barely hanging on" might turn into "boom" if the rifle was knocked. That's why many of us that build spend a considerable amount of "very tedious time" on the trigger install (particularly if it's a double set trigger).
I have found that it takes about "one NFL game" to get a trigger properly tuned. Turn on the game, install the trigger, try it a few times, remove the trigger, touch the bar(s) with a file, replace the trigger - repeat until half time. If it still has a way to go or maybe needs the inletting corrected/tweaked I take it down to the bench and work it some more - back after half time a few more install/uninstall/re-install "tune ups" and by the final whistle it's functioning properly
(the only issue with my procedure is that it can't be done in the "off season" :rotf: )
But even if you do all of that properly, if Billy Bob buys a "brand new rifle" that you built and confuses his "black looking smokeless powder" with black powder and blows himself up you can bet that him (or his surviving relatives) will sue you and the barrel maker, lock maker, powder company, your neighbours dog who was barking while you were building and anyone else that might have even looked at that rifle before he bought it.
So while I think "most people" could easily build a muzzle loader that is 100% safe for "them" to use, I don't know of anyone that could build one "safe enough for the Idiot across the road" to use.
If you sell "unfinished (no touch hole/liner drum installed) - so basically a "decoration" or if you sell a "used firearm", you really do shift the liability to the "new owner" and if they blow themselves up it's really tough to make it "your fault" unless they could show that you "purposely built it to fail".