The lesser rings are nowhere near as seductive, powerful, intelligent, or magical as their betters. Think of it much like an artist's sketch compared to the final painting — both for the elves and for Sauron. The power the rings grant their bearers is less, the strength of Sauron's dominion over them is less, and their allure is not significantly improved over that of a normal golden ring, at least at first. They are not 'safe' (no ring of power is safe in these Dark Years of Middle-Earth) but it is not nearly so terrible an experience as one of the Great Rings.
EDIT: Like, they're safe enough that when Gandalf thought Bilbo had found a lesser Ring, he was more than happy to let him run around with it for a half century. At best, he figured he would get a little clingy and turn invisible to prank people (which is what happened anyway but that's due to Bilbo having the moral backbone and willpower of a king out of elder days, not Gandalf's assessment being on the money).