Brakes problem
1999 Citroen Saxo Two Wheel Drive Manual 71000 miles

I have had new brakes pads and brake discs put on my car for the MOT. When I collected the car, my mechanic of over 10 years said that the calibers were too tight on the passenger side. He didn't want to cause me extra expense and advised me to drive the car for a few miles to hopefully loosen the calibers. After driving for approx 3-4 miles the passenger side brakes started smoking & burning.
Is this normal? Is it dangerous to drive the car?
My mechanic said that when she smokes too stop driving her otherwise she could catch on fire.
Obviously this has scared me which was not my mechanics intention.
Will this smoking and burning eventually stop?