What is produced when citric acid (powder form) is burned, is it safe?
As @paracetamol mentioned, if you burn it completely and properly, you should get nothing other than $\ce{CO2}$ and $\ce{H2O}$. 

But what if you don't? Then it's a bit complicated. You can't say exactly what will form. There are chances of carbon monoxide formation, which is quite toxic. By binding to the heme complex iron in a hemoglobin, it renders it incapable of carrying oxygen to the body, causing dizziness, nausea, and likely death. Consider that. 

Second thing is, there may be unburnt carbon particles that are emitted if you don't burn it well. Particulate matter such as these is highly dangerous to the lungs. 

Thirdly, considering that atmospheric combustion is a highly complicated process, you can't really say what you could have produced from that oxidation. It may be toxic and may have crazy properties that even the safety equipment you have cannot protect you. That's something you should consider as well.