Yes, shells do have a tendency to crack when heated to high
temperatures.  However, a few years ago I experimented a bit with
destruction of pigments by heat, and I found that cracking is
minimized, and usually avoided, if you (1) place the shells in the
oven on an asbestos mat rather than a metal or glass surface, (2)
place the shells in the oven before turning the oven on, and (3) turn
off the oven when the baking is complete, and allow it to gradually
cool to room temperature before opening the door.  Shells which are
light colored to begin with often come out pure white.  I had no
problem turning Oliva reticularis into Oliva olorinella, or Cypraea
miliaris into Cypraea eburnea.  Areas of dark pigment usually do not
come out white.  A Conus marmoreus came out with its formerly black
areas an orangey-tan color.  A Conus textile came out looking like an
albino when dry, but the original pattern could be faintly seen when
the shell was wet.  I don't really think that the manufacture of
"albinos" in this way is much of a threat, but it doesn't hurt to
keep the possibility in mind before paying a premium for an albino
specimen.
Paul M.