Just don't tilt the thing, especially with a fresh canister. Shake a canister some time. Hear that sloshing sound? That's liquid inside. Yes I know it's a "gas" canister, but it's under a lot of pressure down inside that little canister, and it all squishes together and becomes liquid. "Squishes" is a scientific term that I'm sure Roger will appreciate. ;)
Seriously though, put a gas under enough pressure and it does indeed liquefy, as evidenced by the aforementioned sloshing sound. If you tilt the burner too far over, liquid might come out and instead of that little tame blue flame, you'll get 8"/12cm high yellow flames shooting out the sides. And it's in your hands.
Yes, I do test this stuff, and no this is not a theory. Here's an MSR MicroRocket (MSR will now disown me) on a Brunton stove stand with the canister inverted.
Now, let's fire it up.
It was broad daylight when I shot this and the wind was blowing, but I think you can see yellow flames extending well beyond the normal flame limit of a MicroRocket.
MicroRocket, normal flame:
Now, think about it. You're holding the whole thing by the cozy. Your hands are where? Above the burner. Get my drift?
The safest best is to set it down although I know plenty of people hold it. Don't know that it's a good idea.
Adventures in Stoving