I may just add that one should ensure that the previous kernel is still "available". Auto-remove function of apt might have deleted it, no?
And finally, you need to put upgrade offers for the new kernel on hold...
Default config saves 2 to 3 kernels:
/etc/kernel/postinst.d/apt-auto-removal says:
# Mark as not-for-autoremoval those kernel packages that are:
# - the currently booted version
# - the kernel version we've been called for
# - the latest kernel version (determined using rules copied from the grub
# package for deciding which kernel to boot)
# - the second-latest kernel version, if the booted kernel version is
# already the latest and this script is called for that same version,
# to ensure a fallback remains available in the event the newly-installed
# kernel at this ABI fails to boot
# In the common case, this results in exactly two kernels saved, but it can
# result in three kernels being saved. It's better to err on the side of
# saving too many kernels than saving too few.
So, in a default configuration, it should be safe. But you are right, one should check before deleting the kernel. Anyway, i'm curious about what would happen if we try to remove the last kernel...