There’s a podcast where the hosts interview a capacitor expert. Short version: tantalum caps won’t explode unless you overheat them severely while soldering. For through hole parts, this is not a problem, but for SMT it can be.
The new materials in tantalum caps aren’t flammable like the old ones. It is not the tantalum that burns, btw.
http://thesparkgap.net/post/109419640233/the-spark-gap-podcast-episode-25