Hi Nick...I have worked with brazilian rosewood in the past, cant beat it for chisel handles and gunstocks. I have found it hard to come by and very expensive when I can find it. Never tried to burn it because if I had some laying around, I would build something with it. That being said, I know it is a very "oily" wood and that it would not lend itself well to cooking. I can only imagine what the oils morph into when heated or burned and how it would alter the taste of the food, not to mention the fact that the byproducts of combustion may be hazzardous to ones health.
In summary, I have no idea if its safe, but I wouldnt cook with it. Thats just my opinion, maybe someone will come along with more info for you.
If you ever feel like spreading the wealth...send those scraps my way.
If you are a hunter I can make you a custom gunstock, or pistol grips.