This would not appear to have any particular relevance to thalassemics and the warning is strictly aimed at those who have a pre-existing history of non-melanoma skin cancers. However, a review of the study this is based on shows that this warning is a knee jerk reaction to findings that there was a marginal increase of repeat skin cancer in those in the study who took selenium. Even though this marginal finding was not statistically relevant, the news media and apparently, the over-reactive Canadian Health Authority took off with this NOT significant result and tried to scare people away from selenium use. A cynic might conclude that this is intentional as many studies have actually shown that selenium reduces the cancer rate in those who have a high dietary intake of selenium. These findings were not marginal and showed selenium to be of value in preventing MOST types of cancer. Furthermore, recent studies using mice, suggest that selenium may reduce incidence of melanomas. In addition, the researcher who ended a long term study of selenium in 1996 that showed its value in preventing cancer, disagreed with some of the techniques used in the later study and suggests that environmental sources of selenium and other metals (ie. industrial pollution) may have more to do with the observed rates of skin cancer recurrence in the subjects in the latter study. This warning is not found on selenium supplements in the US.
I would also like to point out that many studies are doomed to failure because of their poor design. I would like to point to a much publicized study showing that selenium and vitamin E did not prevent prostate cancer. One look at the study tells me it was intentionally designed to fail, as the vitamin E chosen for the study was dl-alpha tocopherol, the synthetic version of vitamin E which has little if any value. D-alpha tocohperol is the natural form and many studies have steered clear of using this and instead used the dl version which is actually a by-product of the film industry (good for Kodak at one time, but of extremely questionable value to the health).
Selenium is one of the trace elements recommended by Dr Vichinsky for thals and its value is not in doubt. Doses of 50-200 mcg daily are recommended.