Anything that burns natural gas or propane will produce CO. The Mr. Buddy heaters burn clean and efficiently. That means that they will put out minimal CO. If you run it indoors, have a battery powered CO detector. HD, Lowes and Amazon have them cheap. CO rises, so put the detector above where you would sleep. CO is not to be taken lightly, but it isn't some super toxic chemical. It has to build up a lot. Like, it has to build up enough to push all the regular air out of the room in your breathing zone. That's why you don't die while sitting in traffic behind a big diesel truck blowing exhaust at you. With enough time and no ventilation, the mr buddy will kill you, but it will take a while and is pretty preventable if you are smart.
All that said, if you aren't ready, just go to a hotel that has power, or someplace that isn't going to get super cold and then start getting ready for next time.