In my experience they can all build heat, but it’s specifically the auger that gets the hottest. This is usually the cause of the nylon bushing at the rear of the auger and friction. When I first bought my LEM the auger would get hot enough that meat would stick to it, that was very frustrating. Then I started wiping a thin film of Crisco shortening on the bearing surface of the auger at the rear, both the shaft and the flange both places touch the nylon bushing. The heat stopped and now my grinder head stays the same temperature as the meat going through it which is most always par frozen. 20# is about my biggest load and 5-10# is more normal.
While freezing the grinder body is fine that does not stop the auger from transferring heat (the largest source of heat) limiting the friction with lubrication seems to make the biggest difference to me.