He's talking about treated wood which is the exception. I wouldn't cook off of burning plywood or OSB but the smoke shouldn't be that toxic. Often the bottom plate of a wall will be pressure treated wood which is filled with all sorts of nasty preservatives and stuff from before 2004 was almost all treated with chromated copper arsenate. That's got a hexavalent Chromium compound (carcinogenic) along with Arsenic pentoxide (highly toxic) plus a dash of Copper because apparently the Arsenic and hexavalent Chromium weren't bad enough.

I would not cook on burning pressure treated lumber, but the vast majority of lumber in construction is not pressure treated.