Lloyd, I was always worried about injury with Olympic and power lifts and for some reason, doing them never felt right, like a foreign movement. Since I started Crossfit, I realized the reason was because I lacked flexbility well, pretty much everywhere which is why the movements always felt wrong. Couldn't get my body in the proper position, which makes it a lot harder. I practiced with a 6 foot PVC pipe, reading about the lift, watching videos, and just practicing the form and improving flexibility.
Dumbells are great and you're certainly getting an adequate workout with them for sure but barbell thrusters and dumbell thrusters are not the same thing. The process of getting the barbell in the proper rack position, and keeping it there through the entire motion requires so much more stability and strength in the arms/shoulders/chest/back/abs that as you progress, I would suggest definitely practicing the barbell version. Even if you just keep with a PVC pipe or a broomstick, you see benefits.