In this country, even when we know things are safe, the legal nightmares physicians face makes it difficult. While I can think of no real risk, I would not do the injection in my office. But if you can find a qualified provider, not some cheap deal, but a very good provider who has experience, then I can't see a risk, other than infection, which is very rare.
For obvious reasons, there have not been any clinical studies of the impact of dermal fillers during pregnancy. While there are bound to be situations where fillers have been performed on a national level on pregnant women accidently without any reported adverse events, the treatment is not worth the risk.