They have to dissipate about 1.5 watts of heat. The materials are mostly pretty good, rated 155C, but I try to not exceed a copper temperature of 100C. I'm too lazy to try to make good thermal models, but at least it's easy to measure the change in DC resistance. Remember it takes several hours to get to thermal stability with typical transformers.
I hesitate to suggest it except as a joke - you could pot them in paraffin or other low-temperature wax, and wait to see if it melts and runs out all over the circuit and table! The alternative is to find a potting compound with high thermal conductivity.
For what it's worth, Mike at Magnequest does not like potting, partly because most materials used have poor dielectric properties. When pushed he will sometimes suggest air as the superior potting compound.
Perhaps a perforated or mesh cover would be a good approach?
