They are not only harmless, they are beneficial.
They eat spiders, cockroaches and other bugs.
Personally, I tolerate them and am not disturbed by their presence. They are distantly related to iguanas which are kept by some people as pets.......don't ask me why.
When my wife noticed one and insisted that it be removed, the technique that I used was to throw a bath towel over it, gather the towel up around it and take it out into the yard.
Occasionally, I find an entire skeleton of one in the house. If it died from hunger it must indicate my house is pretty much bug free.