Carbon nanotubes are about as toxic as asbestos. So unless you're making that bulb for somewhere that's absurdly hard to change, it's probably a bad idea.
Asbestos isn't toxic at all unless the fibers are airborne.
Unless you disturb the nano tubes in the device in such a way that they become airborne, they're safe. Probably they're less dangerous than the mercury in the CFL tubes.
The amount of nanotubes in a light bulb filament is measured in milligrams. There is a bigger fire hazard from the lint accumulated in your bellybutton.