Not a problem if you actually make them properly.

The bottle is filled with a flammable liquid usually something thick like motor oil or diesel, and stoppered with a cork or cap, then a rag is tied around the neck of the bottle, not stuffed into it. Then the rag is lit, and the bottle thrown. When it hits, it’ll break and the lit rag ignites the fuel in the bottle.

This is of course purely talking about the historical use of these devices. I definitely don’t condone anyone saving their wine bottles and corks for future reuse.