It is critical to ensure safety for humanoid robots in real-world applications without compromising performance. In this paper, we consider the problem of dexterous safety, featuring limb-level geometry constraints for avoiding both external and self-collisions in cluttered environments. Compared to safety with simplified bounding geometries in sprase environments, dexterous safety produces numerous constraints which often lead to infeasible constraint sets when solving for safe robot control. To address this issue, we propose Projected Safe Set Algorithm (p-SSA), an extension of classical safe control algorithms to multi-constraint cases. p-SSA relaxes conflicting constraints in a principled manner, minimizing safety violations to guarantee feasible robot control. We verify our approach in simulation and on a real Unitree G1 humanoid robot performing complex collision avoidance tasks. Results show that p-SSA enables the humanoid to operate robustly in challenging situations with minimal safety violations and directly generalizes to various tasks with zero parameter tuning.