My experience with ventless heaters is that they tend to put a lot of humidity into the air, not such a bad thing in the winter, as long as the area is always heated. When the heat is shut off, after several hours, that moisture comes out of the air and tends to cling to metal objects. If you do it, plan on heating the area all winter with temps above freezing, preferably with a thermostat control. I would look into the cost of a vented heat source with a thermostat, they ted to be more efficient.

I had a 30,000 ventless heater in my 2 stall garage when we first moved here. I would heat the garage during the day, while I was working in there, and shut it off when I left for the day. After a couple weeks I noticed that some new sheet metal was getting surface rust on it, and the under side of the metal work bench had water dripping off of it, that would disappear after the heat was turned back on for a couple of hours. The next winter I installed an outside vented furnace with a thermostat control, and the dampness was gone.