To alleviate the problem of having too shallow (acute) an angle, which can create a sitar sound and result in not enough downward pressure of the string on the saddle to get a good tone, many times the pin holes are slotted.
http://www.stewmac.com/How-To/Online..._Slotting.html
I've done this to my guitars where the break angle is questionable.
So to answer your question, I would be less concerned about the string damaging the bridge and more concerned with getting the angle right to get the best tone.