Modern photos are essentially plastic & chemicals, so burning them isn’t great — be careful not to breathe in fumes, I’d also be leery of cooking food in/on a barbecue that you’d burned photos in unless you clean it really well.

You’re probably looking for the catharsis of burning these, but I had a bunch of cringey stuff that I wanted to get rid of and I found that feeding it page by page into a shredder was nearly as satisfying as burning it, and way less messy. Just a thought!