It sounds like it should be just fine. Running a 9V battery and the little amperage that the bulb requires will be extremely unlikely to cause a fire due to overheating. The only point where I can see a fire occuring is if you have the bulb near flammable gasses or liquids, and by some chance, the leads cross and short, causing a spark. If your wires are insulated, then you should be fine. The bulb itself will act as a fuse. Any type of activity that is outside of normal will blow the bulb, and your circuit will be left virtually harmless.
As with any electric, electronic equipment, the device shouldn't be left untended, unless there are measures to reduce the chance of fire / personal injury (Example, fuses, circuit breakers etc.)