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.
Well, yes, there will be a small amount of cooling resulting from running more rich, but not much - it's usually not noticable on the instruments.
The rough running of that engine, if left full rich at that altitude, even in the climb, will have you rethinking not leaning somewhat.
The slight cooling provided by a richer mixture will do nothing to prevent shock cooling, resulting from poor engine/aircraft handling technique. By closing the throttle quickly, and/or pushing the nose down, you can loose 100 degrees F of cylinder head temp in a few seconds. No amount of running rich can overcome this rapid cooling. Do not overlook the need for proper engine handling, even if you're running a little rich!
Pilot DAR