It is not safe because of all the toxic fumes given off by the burning of those "waxes" - and oil and glue and other unknown material content.
They can be great for burning in a fireplace or campfire - for looks and a little heat. But you need good ventilation. And cooking over them will have your food pick up not very healthy "chemicals" from the smoke.
Just my humble thoughts to share. Take them as such.
Mikey - yee ol' grumpy blacksmith out in the Hinterlands
p.s. Those barbeque charcoal briquettes are made up from crushed charcoal mixed with clays and glues and then pressed into those briquette shapes. But they are much more careful about the "chemicals" and glues put into them, so that they are relatively safe to cook food over.
