The 'Too Hot' message is the overheat protection kicking in. I'm not going to hazard a guess as to why that would happen at lower wattages, hopefully someone can help you out with that. But as far as the message, I would say it isn't going to just instantly explode because of it, but it is overheating so the battery could wear out faster than normal, and possibly become unsafe over time. I'm not an expert on this by the way so I'm sure someone will correct me if I am wrong.
So short version, if you are seeing that message stop using it till you figure it out or you risk reducing the lifespan of the device and damaging the battery over time.