No, there are no risks of melting when using the official16pin 12VHPWR to 8PIN PCIE power adapters that come with your graphics card purchase - if the cables are plugged in correctly. The issue only happens if the cable is plugged-in partially, causing poor contact and higher temperatures. Please refer to the images below - a fully plugged-in cable should have no visible gap between the cable and connector, and should not come undone easily when the cable is pushed to the side or pulled without engaging the latching lever. Please feel safe using the 12VHPWR connector and adapters.
Also, please only use the adapters that comes included within your graphics card packaging, as after-market designs are not officially tested by NVIDIA or Gigabyte, and may pose unknown risks.