Is short castling dangerous in Bughouse? When I play Bughouse, I see that, every single time after a castling, petty sacrifices can easily be break the wall that surrounds the king,Therefore, is it really worth castling, especially short castling, in Bughouse?
Tempo is king in bug house for castling. By definition, unless your castle makes a immediate threat somehow, you have lost 1 tempo. In other words, it is at least one more move until you improve or gain position to attack.
If it takes your op 2 or more moves to make a threat, then you have a +1 tempo gain and it might be worth it. 
If you are under immediate threats, then this might be good also if it forces a 1 tempo action for op to retarget.

If your partner's board is timelocked, then it may be of long term value to castle. Depends on how many troops are waiting to crash down. Your board becomes more like a normal yet rapid chess game