It isn't recommended because tiny shards can very easily break off and get embedded in you.
As someone with fairly severe self-harm issues, we can't recommend it even though we have done so in the past.
Hesitant to even mention this, but in this case, it is harm reduction. Double edge razor blades are really cheap and can be snapped in half lengthwise while still in the wrapper to give two actually clean blades and most even come in a plastic case for safe disposal. Not encouraging, but much better than glass shards.