If in doubt, check with someone who knows what they are talking about - I am getting my info from a couple of books I have! but according to them, they are all ok except maybe the peppermint. Lavender is funny, some say it's perfectly safe (and it does ahvea reputation as being fairly safe) other s say it's ok if it's diluted. All oils should be used with care during pregnancy, although I wouldn't worry too much if it's late term & in a burner.

Hopefully someone more knowledgable can shed more light