When a club member made some aqua fortis while watched, he put postage stamp size bits of steel wool into the jar. Yes, gases are given off, and he did this on a windy day where the winds blew steadily out of the NW. We stayed up wind. But, the reaction was not so violent as to cause any explosion. Now, if he had put a fist full of steel wool into the jar, THAT would have caused a problem. He was using the coarse steel wool, IIRC, and not the fine, 4-0 Steel wool we use for finishing stocks.
My father made some when I was a kid using brads and nails. After a couple of days, the jar was moved from the garage, to the basement where it was stored in a cabinet. He used it up staining some wooden boxes he made. He decided he like working with a commercial walnut stain better, after that, because he liked the color he got better. He used a hair dryer to heat up the wood that he stained, and I still think that source of heat was much of the problem he had using AF.