I am not trying to scare anybody but i personally know 2 of my friends who were working in Nebraska were rejected. Now they're stuck in KTM and there's no way they can come back. There's definitely a risk. You only hear one side of story.. People who were rejected do not feel like posting in SAJHA that's all.
If they ask questions about working while on F1, then you're in big trouble...So, those 2 nepali students who were sent back never even thought about it like many of us. Everybody comes back with no problem but you never know what's gonna happen...If they don't like you at POE, they'll question you and send you back..
I also remember a guy who was sent back from POE because he opened his sealed I-20 envelope and he had to get another from US embassy KTM and come back to US, what  a hassle.

If your whole family is here, that's another problem. Sometimes they go into detail at US embassy KTM and they deny you because you have whole family in US.

There was another friend of mine who went to Nepal to get H1 Stamping along with his Girlfriend (both were approved for H1), they wanted to get married in Nepal and come back to US as a happily married couple but unfortunately, the Guy was Denied but the Girl was granted....They applied H1 before their wedding date. and Now the girl is back to US without getting married to that guy and the guy is still stuck in ktm....Last time i heard that the Girl is getting married to another Guy here in US.

All i wanted to tell you is that , There's a Risk no matter how good or legit your company/job is.

Have you heard of student who had 90% or Distinction marks denied F1 Visa ? same story !

Good Luck.