There is nothing wrong with using the Gutenprint drivers. The developers are just not registered with Apple which is why you are getting the warning. Keep in mind there has been a lot of nefarious apps available in Apple's own App Store with registered developers, so safety is an illusion Apple has created around registered third party developers. You should always be careful of researching third party software & developers regardless of where you get the software.
See this Apple for instructions on allowing software from unidentified developers:
Open a Mac app from an unidentified developer - Apple Support
I personally like to Right-click, or Control-click on the app and selecting "Open" from the pop-up contextual menu which will give you a prompt to allow the app to run. Sometimes you may need to do this more than once since it may just want you to move the app to the Trash.
However, drivers can be difficult to get running with either method. After you get through the first phase of the installer, you may find that you may need to go back into the Privacy & Security System Preferences/Settings to allow Gatekeeper to run the software as mentioned in the Apple article. Drivers are special cases where the installer needs to be allowed, then later the driver itself needs to be allowed an exception. You may even need to reboot the computer and once logged in again, immediately check the Privacy & Security System Preferences/Settings to see if there is an "Allow" button. Or maybe it won't be triggered until you add the printer or try to use the driver. Or maybe it won't be necessary to allow the driver (it shouldn't be necessary, but I found some drivers may need to be approved on their own).