Dustoff, There is allways more than one way to do something, some better than others, some not. When you ask on a open forum like this, you are going to get the hole gambit of responces. If you want to put all of your fuses out at the source (battery) and use heavy gauge wire and appropriately rated switches, it should not be a fire hazard. If you want to use any existing wiring and the bulkhead connector then there is a real possibility of some of the smoke getting let out and once it gets out is hard to put it back in. When you tally up the score, it is overwhelming in favor of using relays and low current switches and wires. In the end it is your project. Here area couple of thing to keep in mind if you decide to go the way you are leaning. In one of your post you mentioned you weren't going to use the bulkhead connector, how do you plan on getting the wire from the dash to the other side of the firewall. If you are planning on cutting one large hole or several small ones, you have to have a way to protect the wires. Yes you can use rubber grommets and tape the wire up. With my back ground in two way radio communications with police, fire and EMS being our biggest customers we did it all the time. A couple of thing to keep in mind, when we did it we knew the life expediency of the vehicle was around 3 years (excluding Fire apparatus) longer than that and the rubber gromets start getting brittle leaving a place for wires to get chafed. When that happens the best you hope for is the insulation to cut through and blow a fuse. At the other end of this and I've seen it many times over my long career, is for the insulation too wear through only allowing a partial short. If the current being drawn through the partial/intermittent short isn't enough to blow the fuse, it starts smoldering. How many house fires have we seen because a electrical plug partially shorted internially and not enough to trip the breaker. That is one reason in houses built after 2002 require ARC plugs be installed in bedroom. They detect the arc formed when the current drawn is not enough to trip the breaker but still enough to start a fire. One last caution, if you do drill one or multiple holes through the firewall please make sure you seal them up, you don't want exhaust fumes getting back in the car.
Good luck which ever way you go.
Bobby