I'm with you -- I prefer vaping, too! Here's an article we published a little bit ago that goes into the pros and cons of vaping. Basically, vaping is so new that there's not really any data about how it affects us long term. I would say, though, that you should make sure your vape pen isn't made out of a material that could cause you harm when heated and also if you're vaping oil that the oil itself doesn't contain any harmful additives. Hope this helps!
It's hard to give a confident answer based on published science. I'd point out that inhaling anything other than air is potentially a problem, but it's usually a question of what, how much, how often, for how long. Most vape extracts are made with CO2 under pressure rather than with solvents, so I wouldn't expect the known problems from inhaling solvents to occur. The very large number of people currently vaping will eventually provide an answer, and that it hasn't done so to date has increasing relevance. In reviewing risk-benefit you'd also have to include what you would do instead of vaping CBD, which might have its own set of potential harms. I would say at this point there is not enough evidence of long term safety to make a pronouncement that it is safe, but not enough evidence of clinical harm to recommend against it. And I would not give up the relief it is offering without some reason.