This is more for regulatory purposes but what level of exhaust/fumes can we expect generated across a variety of known workable materials, sans the air filter. And with the air filter?
Without the filter you need to vent out a window. With a filter you don’t need to vent. Either way you need to avoid plastics, glues (or other materials) that may have chlorine in it which creates a gas that’s both corrosive to your machine and extremely bad for your health. Other than that you shouldn’t experience much more fumes/smoke. THIS may be helpful.