[Speedslug]

I ground my tungsten with a cutting disk in my Dremel tool.

It was a good practice with pressure and particle spray control and I had really good ventilation going.

If I remember right you don't want to use the surface of your best normal grinding wheel because the tungsten will pack the pores so much that you will need to resurface the wheel.

Also there are types of tungsten that have a variety of other metals in them to improve their use in welding, some of which are radio active like thorium.
Not harmful in them themselves but you don't want even a speck of that stuff in your lungs as it will help you to glow in the dark just a little bit brighter.

Make sure that your tungsten has the tip painted green because that is the kind without the extra additives.