Another link explains that real jet engines can be used although they are
quite tiny.

Google: Cri-Cri F-PZPR

I wonder about the safety of this contraption.

One of a number of links to the jet powered version. Google "jet powered
cri cri".

http://www.aerospaceweb.org/question/planes/q0275.shtml

About half way down the page.
I gotta get me one of those. :-p

Graham