Your tokens CAN be stolen if you are not careful with the transaction that approves the BEP-20 token to be spent from your wallet. It is a good idea to search the respective community, twitter, forums, etc to see what others are saying about a specific token. It can become obvious very quickly if an airdrop is malicious.
Sometimes it isn’t a dust attack at all, it’s just a project trying to extend its reach. There’s a reason people put “DYOR” everywhere - the more you search, the more likely you are to discover problems with a malicious token.
Cheers and good luck!