I love incense sticks too.
However, back at my old house, when I had my budgie in my bedroom, I always moved him into the next room with the door closed while burning incense. I left my rat's cage where it was right next to the window, which I kept wide open as well during burning.

I figure if it's not safe for birds and other small animals, the same would probably go for BPs and other reptiles. BPs can't cough, so I imagine it would be much more stressful on their respiratory system.