As you said, carbon dioxide only occurs when there's insufficient oxygen for full combustion. This is most common with larger hydrocarbons like gasoline or wood-stoves that produce sooty yellow/orange flames. Alcohol, particularly methanol (aka wood alcohol), tends to burn with a hot blue flame that produces little to no soot. Since there's only one carbon per molecule of methanol, it's much easier to achieve full combustion and avoid carbon monoxide production. Generally speaking, a small alcohol burner like that should be fine, but as was suggested before, a CO alarm couldn't hurt and it could definitely save your life. Carbon monoxide poisoning isn't noticeable. You don't feel anything but tired, and by the time you finally drift off, it's probably too late. Don't take chances, even if the odds of anything bad happening are pretty slim it's best to be careful.