Generalities are generally mistaken.
Peppermint oil has a long history of being used for inhalation without any known adverse effects.
I've used Lorann's anise oil for...um...well over 5 years of making my own
juice. I'm the longest term test subject I know of and I can't find a thing it has done to me except make some good juice.
Vegetable oil, mineral oil, and animal oils inhalation have been known to cause a form of pneumonia. Particularly in flame eater performers.
Most mint oils are fairly benign with wintergreen being an exception.
I know that TPA/TFA and FA have been the leaders in disclosure and investigation of flavoring being inhaled with Caps coming in lately and reformulating a number of flavors. I can't say what's the safest.