You can skip gears; it cannot prove to be deadly, but the condition is you should do this properly. You can skip gears while downshifting, and it is perfectly alright to do this.
Downshifting is not an easy task to achieve, and inexperienced drivers cannot do this task perfectly. It is very difficult for the new drivers to do this task properly.
Sometimes it can cause damage to the transmission of your vehicle if you get wrong with this system.