Is this actually true? I always thought that was just part of the spiel, the trick (and I don't think I'm giving anything away here) doesn't actually involve catching a bullet w/ your teeth. Does anyone have a list of the magicians who have died doing this trick?
While not terribly authoritative, Wikipedia has this to say: http://en.wikipedia.org/wiki/Bullet_catch
Anyone who saw the movie "The Prestige" saw how one version was done.
Is the trick dangerous? Yes. Would I or the JREF recommend anyone attempt this trick? No. Is there hype about how many people have died trying to peform this trick? Probably.
I don't know HeyLeroy personally, but if he has 30 years of conjuring experience, I'll have to assume he knows what he's doing.
At any rate, please keep in mind that the explicit exposure of how illusions are performed is not allowed here.
