The four cylinder Lycomings rarely have shock-cooling related problems; this is also true for the O-200 in 150's. There have been exceptions, though, and good "throttle discipline" is a good thing to teach.
The six cylinder Continentals, especially the geared variety, do seem to be more susceptible to cracks due to rapid cooling. They'd invariably show up when training a new pilot on a 421 or a 404. It appears to be more of a temperature gradient problem as opposed to total cooling of the cylinder, but I don't have data to back up that hypothesis - and Continental probably ain't talking. The correlation between training (sudden simulated engine failures, approaches to stall, etc.) was unmistakable, though.