In a worst case case, a bit of "finger oil" on the glass of one of the quartz-halogen lamps can get hot enough to crack the "glass." The filament lasts about .00034 microseconds after that.

The more usual case is, as mentioned, that the "dirt" burns and blocks some of (or most of) the light, so you don't get full efficiency.

A common recommendation is that if you must touch the glass you should wear a clean cotton glove, but at the ultraclean lab where I worked some years back the usual practice was just to rinse the fingers in methanol (and dry over the vacuum port in the "sterile hood") to remove all of the oil from the finger tips, before handling "superclean" components. With this method the cleanliness (oil free) of the fingers lasts only a very short time and must be repeated frequently - and it's sort of a "learned skill" to get the knack of just how frequently the cleaning is needed, or how much you can get done before repeating the wash. (And you do have to start with "clean hands.")

Trying to follow the alternate recommendation of "flushing" the glass with alcohol after the bulb is in place can be messy, but is another option. "Wiping" with alcohol doesn't work too well, since it just moves the grease around. You have to flush until the stuff drips off.

Note that "flavored alcohol" is not good for either method, as the flavor comes from "stuff" that may leave a residue on the glass, and even some apparently pure "rubbing alcohols" may contain additional scents or "lubricants." In the US, the common "rubbing alcohol" is around 70% propanol, and quite a few of these are "scented." You usually can find 90% that's generally good enough at grocery or pharmacy shops.

John