It's just cold. Your skin can stick to it but that's about it and it's not like you touch it and then your finger falls off or anything. When you buy it they just wrap it in paper. The icehouse here uses used newspaper. The store sells theirs warped in brown paper.

The only thing about dry ice is you have no control over the PPM. When you open the door you loose the CO² and same thing when you have a passive vent. You only use CO² when the lights are on and there is no exhaust taking the air out.