This opens up the whole ancient "shock cooling" debate which will run and run but I think the main bit on which there may be a consensus is that you should avoid rapid drops in CHT
when the CHT is high to start with.
The evidence for the above comes from glider towing ops -
example.
What "high" means is open to debate but probably it means pushing 400F. Above that, the aluminium used in the cylinder heads starts to lose strength fairly rapidly.
Rapid increases in power don't seem to be a problem, provided the engine (oil etc) is warm enough to start with.