Graham doesn't have bones very often just because he is kibble fed and we don't tend to go to the butcher that often and I wouldn't go especially for him as the nearest is about 10 miles away!
We did get a bag full the last time we drove by, and Graham seemed to enjoy them but was never interested enough to finish them/didn't understand what he was meant to do so after a day sat in the garden untouched each one was eventually binned.
I think they do pose a risk in terms of swallowing fragments, choking etc but that's just like any other chew or even kibble.
I think the dental benefits or gnawing on a good bone is far more natural than having a dog put under GA to have it's teeth cleaned, or sticking your finger in their mouths with some foul tasting 'toothpaste!'.
Beth & Graham