I don't think a cheater plug is a fire hazard, but it's kind of counter logical to obsess over power cords in this hobby and put one of those in between it and the outlet.
As far as OK? goes - I was told to lift the ground by the Designer/Mfg of my power amps (EKSC Eagle 4). I had called him about hum, and he said the amp should not be grounded - all grounding should be through the preamp. He said they wouldn't ground their amps except UL listing requires it. As long as the preamp is grounded, the interconnect ground from power to pre is safety enough.
In addition, I have B&K power amps and none of them are grounded. While they have a ground capable (ie 3 prong IEC connector) power cord, they do not internally connect the ground. I'm not sure how (or if) the deal with UL listing on their amps.
Based on this, my practice has been to use PS Audio cables on my power amps and remove the ground pin. I'm not sure if anyone else makes them.