Hi,
Cutting a small minor vein isn't generally a problem.
Cutting the larger ones however certainly could be. Cutting more than one definately would be a bad idea.
That blood is the animals blood - bigger veins take longer to close up and lose blood faster.
They are small enough for blood loss to be a major problem if you just hack away at the egg without paying enough attention.
I always candle the eggs first and draw the larger veins on the shell with a dull pencil or mark out an area with very few major veins so I can cut with a fair amount of reassurance. I still make a pigs ear of it but at least it is just ugly instead of dangerous.
dr del