Frying pan PM2.5 is pollution, and has been linked to increased childhood asthma, on of the easier and more immediate readouts from exposure. Linking dementia to that is a far harder scientific task due to the amounts of exposure and variability over time. Here's one blog post going over some of the evidence linking gas stoves to asthma:

https://www.health.harvard.edu/blog/have-a-gas-stove-how-to-...