While the Cadmium is bad because its a heavy metal, I thought the worse things from bad vapes was the other metals in the alloys in the heating element such as Nickel and Chromium. One specific risk is the production of hexavalent chromium from the heating element. This compound has this wonderful side effect from osha.gov:

"Certain hexavalent chromium compounds produced lung cancer in animals that had the compounds placed directly in their lungs."

I was doing home experiments creating hydrogen at small scales using cheap stainless steel electrodes for electrolysis. While I was in a highly ventilated area, when I learned that hexavalent chromium was being produced I gave up on it because the health risks weren't worth it, and I wasn't doing something that directly inhaled the gases produced, unlike vaping.