yeah, two instances I can think of are with one of the spinners and one with a metal sparkler thing.
The sparkler was mostly the flame coming down faster than I expected, so it ended up burning my hand a little bit. Needless to say, I dropped the thing almost immediately.
The spinner I was sitting with the rest of the family on the fourth, I had flip-flops on and a stray spark hit me directly in one of the pits in my foot. I actually didn't feel this, but had a nice black singe mark to prove it did.
As far as the sheep thing goes, she does a pretty decent job but could stand more dp since phantom mobs freaking hurt XD