Iron blocks and aluminium heads are more at risk from overheating.
It's the pistons and cylinders that are a bigger issue, specifically aluminium pistons in iron cylinder sleeves.
Aluminium expands more than steel with temperature and, of course, have much less thermal mass than the engine block so they heat up faster. You could, potential end up with a situation where the piston expands enough to get too tight in the cylinder.
I'd guess you'd probably need an engine on the tight end of the tolerance spectrum, a very cold block and then have to start it and go to full throttle at full load for an extended period to get close to any issues with any modern engine, so if your driveway is directly on a particularly long and straight stretch of the Autobahn be careful!
It's more of an issue in two strokes where the rings have to go past the exhaust ports and can catch on the edge of the ports if you're too aggressive with a cold engine. Even then, it doesn't seem to be an issue with modern snowmobiles, more with the two stroke motorbikes of the 70's from what I've heard.