So I did do some playing around with this on 01/22/21. If you use a long enough piece of wire you do not need a resistor in the circuit to prevent shorting because of the resistance in the wire.
Basic electronics says Voltage / by resistance = current. Power is what generates the heat so current multiplied by voltage = Watts.
What they had in that video is sound as far as the electronics goes.
There was a time when lithium batteries were very dangerous to work with and still can be if mishandled or purchased from an unreliable source.
If you have a good reputable brand the odds are you would need to be hit by a bus to explode one but if it happens it is catastrophic to anything near it.
However if you purchase a battery by price and don’t go with a quality vendor those risks increase.
The thought I had and hoped I could do was to use a safer battery but found current output is an issue with say the regular AA Alkaline battery.
Beyond that I found that walking on hand wound soles was not comfortable. Also the wires do move with use and the more wire in a given area the more heat in that area.
Depending on the wire used you will eventually wear on the insulation for the wire and could eventually create a shorting event
So in my opinion it is not comfortable , there is no recourse for injury when you make it yourself, and even if the risk can be minimized there still is some from wear.
I would not want to start experimenting with glues to hold wires in place because it could introduce more risk and the comfort already made me lose interest in making this a personal project that I would want to pursue.