Is there anything to worry about?
Yes there is. In fact, if you abuse the use of fat burners then there is certainly a lot to be worried about. You would be preparing yourself for side-effects which could be short-term, long-term, reversible or irreversible. Sounds horrifying? It is intended to be so because unless you use these things under proper guidance of an expert or medical practitioner, you are making a good case of what not to do. There have been cases in the past when people go to extremes in their desperation and suffer from side-effects. It is generally not the product that has to be blamed but the greed of the user for overnight success.
Bridging is an advanced technique that is really not an off-cycle period at all; it's simply the use of low doses of anabolic steroids in-between full blown cycles. Most commonly, low doses of testosterone are used for this purpose, but there is another option. Such an option can be useful if say a 4-5 week break from cycling is needed, and it will protect a lot of your gains, and even give you a slight natural testosterone boost. For this purpose, you will simply supplement with Nolvadex and Dbol every day at 10mg per day each; the Nolvadex will provide a testosterone boost and Dbol total androgen replacement while you're in-between or on your break.