YIKES!!! I've been using the self-clean option on my oven to heat the kitchen for Oliver to keep him warm while he dries after showering. Thank goodness nothing happened to him.I've also been told not to use the self cleaning option on ovens.
I had a friend who lost her Grey and several canaries. It does happen. With her it was a roaster she'd been using for years. A cold thanksgiving, oven blasting all day, they closed all the windows and minutes later her birds fell dead to the cage bottoms. Her canaries first, followed by her Gray. She was devastated.