Many, many studies have been done that show vaping is much safer than smoking. I understand that some of this stuff can make you crazy trying to figure out just how safe vaping is. My take is that if you are able to do neither, that would probably be your best bet.
Just using common sense while reading the above article tells me that I have little to worry about when it comes to dry burning. People have been heating metal pots for years to cook and inhaling the vapor/ fumes produced. I have yet to hear of anyone having health issues from cooking with metal. Most professional cooks/chefs would likely inhale just as much as I do in a day. If it is something that greatly concerns you, don't dry burn. But, please don't go back to smoking.
If folks put everything under a microscope like they do with vaping and vapor products, I think that we would all be confined to a sterile room breathing pure oxygen. No clue what we would eat because it would all be too dangerous