Is there any risk of wild, potentially dangerous, mushrooms colonizing your garden?
I imagine it would require the bad spores to be carried with the good ones. Typically you get a slurry solution that you carry in distilled water, injecting your substrates. That would need to have the bad stuff in it as well.
There is always a risk of things like this. For example, to make my winecap bed, I had to get a bunch of woodchips. There is no way woodchips that one will buy in bulk are not contaminated with the spores of other wood-eating fungus.
What you learn is how to positively identify the mushrooms you intend to produce/eat. It doesn't take long. I've only had alien mushrooms show up once.