I fly my C182 at Vx until I am clear of nearby obstacles such as trees and then continue at Vy until cruise height. Never had a problem with CHTs at Vx at full rich - they are always mid to low-upper 300's F. If on a big aerodrome, then I go up at Vy.
Certainly with efato's you have to bang the nose down at Vx, but I've not found that a problem in practice sessions, though i usually decide where I' m going to come down in an efato before I take off - if I can (with a bit of google earthing in the preflight).