As graphene is only carbon you should can identify carbon with EDX. If not, you may try with another bulk sample containing a lot of carbon to check if your EDAX can see it. If it works, your system is probably safe, if not there is something wrong with your EDAX. In the first case you may try again with graphene using low voltage because the thickness of your sample may be too low for detection of carbon at high voltage. Carbon can be well detected at 5KV for example but sometime a very low voltage is necessary as you will see in this publication :
Poizot, P., Humbert, B., Ewels, C., Mevellec, J.-Y., Stéphant, N. & Simonet, J. (2016). Facile route to gold-graphene electrodes by exfoliation of natural graphite under electrochemical conditions. Carbon. DOI : 10.1016/j.carbon.2016.06.079.