Most toys can be considered dangerous to be used unsupervised. If your dog uses tennis balls for "normal" play, ie for fetch with you, but does not have an abnormal obsession with them (will chew/eat them, etc), then I would say they are fairly safe to continue using as you were.

I echo the fact that the ones you buy at the pet store for $1 or so are very cheaply made and fall apart within minutes of using them, and Jamie is not hard on the balls. I can easily see how those would quickly become choking hazards, especially for the "ball obsessed" dogs. I usually fork out less than $10 to buy legit tennis balls from the sporting section at Walmart and they last months/years, provided she doesn't lose them!!