What difference is there buying them from a market? they all have to kill the animals under strict licence! We have sold marrow and knuckle bones on our pet stall on the market for the past fifteen years with no problems. Marrow bones may break in half if dropped on a hard surface such as a paving slab, but wont splinter. Very strong jawed dogs may break them with their teeth, so I would recommend knuckle bones for them. Knuckle bones won't splinter. My Lancashire Heeler puppies had knuckle bones from the age of 3 weeks. My GSD's also had knuckle bones from a very young age, and never had a problem with dirty teeth, or chewing shoes, handbags, furniture.
You would have to be very unlucky to get an injury from a bone, much the same chance as with eating a stick and getting a bit of wood stuck, or a chewing on a pig's ear and swallowing a bit whole - it can happen, but is a very small percentage against how many are sold every day and eaten world wide.