Could be different depending on what you have stocked in your tank. I have shrimp and corydoras hastatus. Doesn't seem to affect the shrimp or the corys but these corys aren't the most aggressive substrate diggers. I can see where something that really liked to dig in could potentially injure itself.
My Blasting grit has them (thin strands of glass). Smaller diameter than what is seen in that picture. Be aware of them while you rinse it so as to not stick yourself too much. I have only had a few penetrate my skin and I rinsed mine really well for quite a while before placing it in my tanks.
That being said, my Oto cats rest on the blasting grit often and my cories (pygmaeus, paleatus) have no issues rooting aound in it all day long along with Malaysian Trumpet snails.
I have never actually heard of corys being harmed by any substrate.
I would love to hear at least one story!
Please no stories about Corydoras being hamed. They are my favorite type of fish. I also think that poor health is the cause of catfish barbels being in a sad state. Healthy aquarium = healthy inhabitants. Right? My co-workers laughed at me recently when I told them about the nitrogen cycle and the absolute nessessity of water changes with large bioloads like they were boasting about. My co-workers don't have aquariums anymore...
"I'm Wilfred Brimley, check your nitrates, check them often." (Disclaimer: I am not in actuality Wilfred Brimley.)