But in the reality, you will not experience a brick no matter what method you use. Just remember, you are at risk of bricking your phone every time you flash anything to it. If the phone runs out of battery or fails during the bootloader or modem flash then that's it, it's a paperweight. And all Roms include these too. Unless if you are VERY lucky with being able to get it back into Download Mode.
I will tell you what, since I have a JIG cable - if you brick your phone I will recover it for you, doesn't take me long :P
The majority of rom releases actually come without the bootloaders. So if something does go wrong you'll have a semi brick at worst. However since he is specifically flashing the bootloaders here if something were to go wrong he'd most likely have to send it back to samsung, the jig most likely wouldnt work. I'd definitely go for heimdall over odin, odin is known to fail sometimes and has done so for me. Heimdall has been solid for me so far though.
As long as you read the instuctions though you shouldn't have any issues.
The readme that comes with heimdall will tell you all you need to know for the setup.
This is what it would look like (open the .tar file for boot.bin and sbl.bin) for flashing.
You can ignore the adbdownload as you already have it.