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The only real problem is disavowing a site that might be helping you, but in this case that doesn't seem likely. It's more about a waste of your time and efforts.

I would just ignore them (as Google's John Mueller talks about) unless they're WAY over the top and you can see it hurting your SERP.  Google has gotten much better at looking past these links and in most cases the disavow tool is used by blackhat outfits that get caught with a PBN and they need to quickly cut ties.

Your question lead me to discover the complete answer for myself, as I'm also always on the path of discovery. I found this whiteboard Friday that also lead to this article about using screaming frog which I found extremely informative.  Hope that helps -Paul