Due to the high angle of attack to get the best rate of climb, there will be reduced airflow over the engine and as such it will run at a hiher temperature, especially the rear cylinders.
I would suggest you may be better spending more time in the fully rich position, for the extra cooling.
Leaning may give you more power and a better rate of climb, but if it cooks the engine, then you wont need to worry about shock cooling on the way down.