Hi Kitt
Yes there are dangers in removing old ones as if not done under extremely skilled conditions, the mercury can actually enter one's system during the removal, and cause issues far worse than just keeping the filling can.

I do know of people who had them removed by highly trained and skilled dentists due to the very serious nature of their conditions not being able to tolerate the fillings, and they were treated with specialized care before, during and after the removal to ensure safety. They are doing MUCH better since having the mercury amalgams removed. But one needs to only trust specialized dentists to do this and it is very pricey!