The mojo, cpan and pip bash scripts don't fail my test of "skimming over the source and looking for dangerous external commands like curl or rm" (good syntax highlighting is helpful here). They look like typical completion scripts. However, if your Linux distribution has a pip completion script in their repos, prefer that one.

Auditing is nothing more than reading the code. Give it a read and make sure you understand everything it’s doing.

This is a great lesson on trust as well. I can tell you I did an audit and it all looks good but does that really have any value?