I noticed that when a rigid body with collisions is added by error with overlap with another one, it fly away very fast.
In our application, we need to add lots of bodies to the scene with a Python extension and such things can happen.
Is there a way to check before creating the body if there are collisions ?
yes you can use the scene query inteface of omni.physx to do an overlap scene query:
See: Omni PhysX — omni_physics 105.0 documentation
For next release it will be also possible to use omni.graph to perform scene queries, with current release its possible to use the scene query interface to do various queries against the physics that already exists in scene.