I always muzzle mine when they are new, or we have a foster, but now that it's just the three, I don't muzzle anymore. I am home most of the time now, but it was the same when I worked. Yes, there is a risk they could play rough and get hurt, you will just have to decide what you want to do. I also have a dog door (love it!), but all gates are padlocked at all times. If I need to have the gate open, the dogs go inside with the dog door closed. That's MY paranoia
I tried the break away collars and they worked too well, Fletcher's kept coming off. After Sallie (aka Goat Girl) ate two of them, I switched to velvet tag collars with no jingle tags, like this http://www.2houndsdesign.com/Tag-Collars-c-23.html There are a lot of different options, I am sure you will find what works best for you