The clay is lifting bonded contamination from your paintwork. This contamination then moulds itself into the clay itself so it therefore lifted, or at worst flush with, the flat surface making contact with your paint. To minimise risk, you should fold your claybar to keep the active surface as clean as possible.
Most of the risk of 'scratching' would come from removing larger spots of tar, which take a few passes to remove via clay. Using a fallout remover will not remove tar, so suggesting that they are the future and that you stop scratches in this way doesn't make sense to me, but I'm always open to suggestion and new ideas.
To decontaminate a surface safely, I would also recommend removing the fallout AND the tar first, using dedicated products (such as IronX and Tardis). The order in which you use these does not matter. THEN, you use a claybar to remove anything else left. You will have removed 90%+ of the contamination from the first two steps of the process, so the clay bar shouldn't lift too much, but it still tends to lift SOMETHING so is therefore still required.
As for polishing, you can get decent results by hand but you will never be able to achieve the finish of a machine polisher. It is however less risky and arguably easier by hand. It depends on your skill level and budget I suppose.
