I got the legato micro pave setring and matching halo band from WF and it seems safe enough. I haven't been wearing it because i'm likely swapping out the center stone but when I tried them on together they seemed about as safe as it can get. I think when you buy the set, you are generally safe. Always good to check though.
I personally don't like the idea of welding my rings together. I prefer the option of wearing them alone if I feel like it.