Brave folks, the icelanders. There was a little incident at Krafla where they accidentally drilled into a magma chamber, and created a very small (but slightly alarming) eruption out the top of the pipe.
If they're careful with how close to the magma they go, then it's just a question of siphoning off some of the heat, which in a small way cools the intrusion and lowers buoyancy and eruption risk. That cooling might result in some minor tremors, but that would hardly be a novelty in Iceland.
If they get it wrong, then I suspect there is a slight risk of setting something off, but only if the magmatic system is already on the very edge of eruption (which Krafla isn't). You could even consider a little artificial eruption to act as a pressure release valve; the more the pressure in a system builds, the more violent the eventual eruption, so perhaps a bit of chaos now saves a lot of chaos later.
Either way, good for them - shame so little of the world can make use of this!