Yes, females may produce and lay infertile eggs (slugs). I doubt there are any special dangers you need to look out for as long as you know the female has not been with a male. I have not heard of a female becoming egg-bound when producing only slugs. If I am mistaken, I am sure we will probably hear about it. You may or may not notice the female getting swollen with eggs, but that would probably depend on the number of eggs she has produced. She may go off her food a week or so prior to laying as well as looking for a place to make her nest. After laying, you should feed her a bit more since producing even "just" slugs takes alot out of a female.
I had a 2 yr old female, not brumated, that laid a clutch of 14 slugs this spring. She didn't show any obvious signs, ate every meal, and kept her weight. I'm hoping she'll give me a nice clutch of fertile eggs this coming spring!