The risk of thermal shock, from what I have read, is more than a little exaggerated.

I wholeheartedly agree with this. It is perpetrated by the same type of people that brought us leadfree solder. As someone who has worked with metal my whole adult life, the idea of thermal shock at soldering temperatures is ridiculous. The abrasiveness of the metal scrubber is going to have more affect on the tip than thermal shock. Both the abrasive scrubber and leadfree solder have the same out come, more money for the company selling them, from tip wear.

I don't use a sponge but do use a folded paper towel wetted and wrung out, just slightly damp.

 

Not to put too fine a point on it but using a bronze scrubbie on a plated copper tip is NOT not hardly abrasive at all. Methinks the hair is being too finely split... And I am lazy and so dried out I doubt I could get enough spit up to dampen a sponge.

 

I've been using the same sponge for my Weller since the late 70's. It's seen better days, but still gets the job done. I expected that to be a consumable item and bought several spares.

I've been using the same conical tip too; though I change the tips as needed for the job.