I don't ever use it off road, not for any reason other than I don't find a need for it. The extra torque generated from the TC comes in handy and decents are a pleasure with the reduction gears. .
On the highway I do worry about putting too much load on the locked converter (warranted or not, I don't know) and use it sparingly. The way I drive is to have the OD on and when I feel the TC unlock and I can see it will be for a while I'll just turn OD off. This lower gear normally will lock up the TC again untill I go back into OD again. For me the heat in the trans is what I'm trying to avoid. I'm not overly concerned about the fuel economy. Rather spend a couple of extra dollars on juce than comprises the trans IMHO. So this mod is one I've made but don't really use.