Dill is obviously a very useful module, and it seems as long as you manage the files carefully it is relatively safe. But I was put off by the statement:
Dill is built on top of pickle, and the warnings apply just as much to pickle as they do to dill.
Pickle uses a stack language to effectively execute arbitrary Python code. An attacker can sneak in instructions to open up a backport to your machine, for example. Don't ever use pickled data from untrusted sources.
The documentation includes an explicit warning:
Warning: The
picklemodule is not secure against erroneous or maliciously constructed data. Never unpickle data received from an untrusted or unauthenticated source.