What to expect by short-circuiting a Zinc-Carbon AA battery?
I chose to go ahead and give it a try.
Result: The battery got hot to the point that I could not keep it in my hand for more than a few seconds, but not so much to melt the case.
Voltage dropped to 0.1 in about ten minutes, and that was the point where the temperature was at its highest.
The wires did not get as warm as I expected, probably because their resistance is negligible compared with the internal battery one.
Unfortunately I did not have a digital thermometer, so all of this test was very rough. A graph comparing temperature raise and voltage drop over time would have been cool. After dropping below 0.1V, voltage kept dropping, while temperature dropped as well - battery got less warm.
So to answer my own question: it was safe, at least in my case.
The author of the book, for what matter alkaline batteries, recommends wearing protective glasses (and I would add, gloves) just in case the battery is defective, so I advise to do the same in case you want to reproduce this.
If you do, and have more accurate measurement instruments (and patience) than I had, it would be interesting to see the behavior pictured (and compared with a test with an alkaline cell.)
By the way, in the minutes I took to write this the battery is still providing current into the short circuit. It is at 45mV right now.