When you set up a cross-realm secret, you are in essence trusting the remote
KDC to only issue cross-realm tickets for the correct users. If you do not
trust the foreign KDC then all principals from the foreign realm are
suspect.

However, a realm which you share a cross-realm secret with cannot acquire a
ticket for a user in your local realm; a foreign KDC can only cause tickets
to be issued that identify users from the foreign realm (in other words,
there's no way a KDC can cause a ticket to be generated for a principal in a
realm other than it's own).

All of the daemons that come with the MIT Kerberos 5 release do not trust
principals in foreign realms by default; you have to explicitly enable them
using ACLs. So as long as foreign-realm principals are not on any ACLs in
your realm, there isn't a risk.

If you do decide to place foreign-realm principals on ACLs, you will have to
remember that the security of that principal depends on the security of the
foreign realm.