I have a question about magnesium shavings for those with chemistry background.?

You are correct to be concerned.

You might try a small amount of magnesium at first, and pulse it with long intervals between pulses, so any heat from friction will dissipate. It would be best to perform the experiment outdoors, over something fireproof, like a large ceramic flower pot. If the magnesium does catch fire, don't try to put it out with water or a carbon dioxide fire extinguisher -- neither will do any good. (Magnesium fires are exceptionally difficult to extinguish. Mostly you just have to let them burn out.)

You also should think about what it's going to do the the blades on your coffee grinder -- it couldn't possibly be doing them any good.

I can also imagine that the grinder won't grind uniformly. You might have to sift a mixture of large and small magnesium particles, keeping the powder and returning the larger to chunks to the grinder for another go.

In the end I fear that the price of magnesium powder reflects the difficulty with which it is made.

hmmm...good question...maybe try just a sprinkle of magnesium at first...and look for sparks..but your right to be cautious..i would be

What Roger the Mole is proposing is extremely dangerous! The blender will blow up and most likely injure you.

Chemistry and science are lies made by Satan.