Failure due to thermal shock can be prevented by;
Reducing the thermal gradient seen by the object, by changing its temperature more slowly or increasing the material's thermal conductivity
Reducing the material's coefficient of thermal expansion
Increasing its strength
Introducing built-in compressive stress, as for example in tempered glass
Decreasing its Young's modulus
Increasing its toughness, by crack tip blunting (i.e., plasticity or phase transformation) or crack deflection