Paray-le-Monial is a little town in the south of Burgundy in France. It is an important pilgrimage destination where the devotion to the Sacred Heart of Jesus originated after Christ appeared to Saint Margaret Mary Alacoque. It is the sister city of Bad Dürkheim, Germany and Wells, England.
Bus number 9 operated by Buscéphale  between Cluny and Digoin stops at Paray-le-Monial. A one-way ticket costs €2. As of 2017, the bus route operates 3 times a day in each direction (except Sundays).
The town is not very dangerous and there is hardly any crime. You can walk through the town at night at any time. Especially when it's pilgrim-season you should be careful as there are many tourists in town around that time.