Yes, Potassium perchlorate is fairly stable compared to chlorates, and very stable compared to some other oxidisers (which are too dodgy to find firework use are they not?).
I also agree that many people do have an belief relating to some mixtures (including both perchlorate/sulfur and chlorate/sulfur) which exceedes the real danger. However this provides a margin of safety, and is not a bad thing. Aditionally, since devestatingly powerful flash powder using Potassium perchlorate and Aluminium can be made, which can perform every use that we have for flash powder, including breaking small crossettes, I believe the addition of Sulfur to the flash powders to add significant danger far beyond the reward.
I have no doubt that they have measures in place to make what they are doing safer, such as anti-static measures and pure chemicals, and the screen is probably not made of a dangerous material, but I would not be happy doing what they are doing. Professionals have bad practices and die too.
Well, one thing`s for sure, if that lot went up while he`s sifting, he wouldn`t even hear the bang!!