Just did a little digging online and can't find anything 100% definitive. Here's a few things I did find though.

Lipid pneumonia is mostly seen in the elderly and extremely young ends of the spectrum and generally caused by the unintentional inhalation of at least several drops of an oil based substance.

Regarding PG: >~~Alcohols and aromatic hydroxy compounds, such as phenols and resorcinol, are readily soluble, and most are miscible, in all proportions.~~

~~So it will pick up some of the fat from the steeped material.~~

(Edit: Don't know why I used that specific quote above since it doesn't seem to be talking about fat...)

>Saturated hydrocarbon oils are virtually insoluble in these glycols. Ester or acid type oils and gums are soluble to some extent in all glycols but are most soluble in tripropylene glycol. source

So it looks like it may pick up some of the fat from the steeped material.

Looks like coffee beans have an average of 2 grams of fat per 20 gram serving.

That doesn't seem like much and will be further diluted in the flavoring mix and then much further diluted into a final juice. Further, if you use a filter to get the coffee grounds out of the PG once steeped, the coffee filter will grab any of the undissolved fat (Many coffee lovers use French presses to avoid just that and keep the fat in.)

Another thought would be that lipid pneumonia is caused by our lungs inability to absorb oils; many medicines are combined with other compounds to get the medicine past various barriers and membranes in our body. Since we can absorb PG through our lungs and any remaining fats are all dissolved in said PG, it seems likely that a PG solution with trace amounts of fat would have no trouble passing through the lungs' barriers.

All this being said, I'm a complete amateur and have no medical proficiency so do with this information what you may.

Many of us have gotten really tight chests and breathing when vaping home extractions.

Plus you don't know what all you're extracting. Coffee may contain Diacetyl naturally, etc.

I think it depends on the context you ask this question in. For example, I used to smoke a pack a day (unfiltered lucky strikes for a while!) as well as clove cigarettes. And sometimes I still smoke herbal Nirdosh-brand cigarettes which contain cloves, cinnamon, basil, mint, and turmeric. I'm sure as I smoked all of the above I was inhaling quantities of lipids (and lots of other crap). Even when I was making dinner last night, deeply inhaling the food I was cooking, I'm sure molecules of oils and all sorts of other things were evaporating/steaming off of the various foods and entering my lungs. So in that context, if you are careful, I think home steeping could be done without much risk of harm. However, in the context of harm reduction (which is why many people vape), it's arguably better to just use oil-free flavors intended for e juice. And I definitely am NOT condoning using essential oils of any kind (just to be clear).

As long as you don't inhale more than your internal fauna (eg: macrophages) can break down, my guess would be you're going to be fine.

Though, what oils specifically you're inhaling are likely to be the bigger concerns.

/u/SolanaceaeEnthusiast has done a lot of digging on NET safety, and can provide more info if needed - this Farsalinos study from a year ago tested tobacco extractions and found no deviation in nic content compared to regular juice, and while some of the tobacco toxins were present, they were orders of magnitude less than those found in cigarettes. There's a bit more info over on /r/diytobaccoejuice if you're curious.

With tea leaves, it's pretty close to the same; there are some commercial tea extracted juices that are known for their gunking abilities, probably owing to the fatty acids/lipids/sugars coming out of the leaves during extraction.

I've seen cannabis e-juice recipes, you might be able to apply that. Personally I'd be concerned about vaping caffeine as even drinking it gives me slight anxiety. I'd prefer to make an extract of lemon-balm tea as I used to smoke the stuff. It's both tasty and relaxing.

 caffeine Site:Reddit.com/r/diy_ejuice

All these answers have been fantastic, thanks!

Coffee has a lot of oil in it. It also contains diacetyl (if that's a concern to you, some people don't care) My main issue with personal extraction is cleanliness. No matter how clean you try to keep the process, it's bound to get dirty when straining the tea or coffee.