I have never seen a cracked cylinder due shock cooling on a training aircraft. We had a few cracked pots, all were due to metallurgical, manufacturing or installation defects, granted high temp variations can aggravate these issues. All our aircraft were treated with large high to low power variations during engine failure practice, from small 100hp engines to 350hp turbo engines. It definitly was not good for the engine life, but I disagree it causes cracking, otherwise just shutting an engine down after each flight would crack it.
If cylinders are coming off engines it's generally not something the pilot instigates unless he's doing something really exceptionally bad.