As wildfyr mentioned, maintaining vacuum without the pump on will be your biggest problem. Rotovaps have lots of leaky joints and are designed to be run with the vacuum source left continually on. Even with the pump running it's hard to maintain a really low vacuum on a rotovap. Even a less leaky vacuum distillation system is typically run open to the pump.
I don't see much of an explosion hazard. You're not going to be taking anything to real temperature extremes and the leakiness again will save you. At worst, you'll cause a joint to fail (flask popping off - mess but no shrapnel). Chemical glassware is designed to withstand reasonable changes in pressure. Nevertheless: you are right, heating a closed system is best avoided as a general rule unless you absolutely need to do it and are using glassware specifically designed for it (e.g., air sensitive reactions done under nitrogen).