Yes they do break

Five years ago, I was using a disc like this (1mm thick) to cut a piece of an old balcony. When the disc got trapped, it "exploded" in thousand pieces. As I was using a face shield, an leather apron, a heavy jacket and gloves, nothing happened to me. But the shield was ruined.

if you read the instructions they say that you can prevent this by tapping it with a piece of steel and seeing if it "rings", please dont ask me what that means... Im tone deaf when it comes to cutting wheels... lol