IMO, this is more of a "Caution: Coffee is Hot" standard liability disclaimer that any corporate legal counsel worth his Armani suit tells pellet stove producers that they have to post. The cleaning rods do get quite hot though, so I use a heavy pliers or insulated work gloves to pull mine a few times when the stove is hot, which I tend to do whenever I'm adding pellets. In general, for my stove at least, it seems like ash releases easier and more completely when the stove parts are hot, or at least warmish, as opposed to cold.
On my Quadrafire, when it's wicked cold out and / or I'm in a hurry, I do a cursory cleaning with a short shut down by sweeping the fire box and fly ash stuck to the stove sides and rear fire bricks with a 2" paint brush into the slider doors that open to the ash pan. Then I do a quick scrape of the fire pot with a large screw driver to loosen any clumped up ash, then pull the fire pot cleaning rod / scraper to dump it. I wait until the convection blower shuts down to open the door, but do the paint brush sweeping when the combustion blower is still running to suck out the fly ash that gets churned up in the air when you brush. (It's bad for your lungs to breathe that stuff in, apparently). I think the fire pot is easier to scrape when the stove is hot vs cold, as it seems the consolidated ash breaks up easier.
I don't do any vacuuming of the fire box in this cursory cleaning to prevent a vacuum fire, except the ash that falls out onto the hearth pad when I open the door, which I give a few minutes to cool. My 100% softwood pellets burn so completely that I find the ash is cool to the touch after no more than a minute or so of laying on the hearth pad. I don't clean the door glass either except for sweeping off what I can with the paint brush, then vacuum that off the tile hearth pad when the ash is cool to the touch.
I partially obstruct my stove door's air wash to increase the air flow through the burn pot, thus a hotter fire, so consequently ash does build up more quickly on the bottom of my door seal and on the glass than if I left the air wash open. All this quick cleaning only takes a couple minutes or so at most, then I fire the stove back up again. My drafty New England farmhouse cools down quickly, so this short shut down really helps prevent the long recovery times it takes to get the room temp back up after a long shut down.
Then once it warms up enough for the thermostat to shut the stove down, or at least once a week if it's been running 24/7, I'll let the stove completely cool down to vacuum the ash traps and the heat exchanger, wire brush the fire pot, clean out the small holes at the bottom of the burn pot, and spray the fire pot with some non-stick cooking spray. This seems to make it easier to keep the heat-baked ash from building up on the bottom of the fie pot, and also helps keep the pull gate lubricated.
I clean the cooled door glass with several sweeps of wet then dry paper towel (the glass can crack if you do this when the stove is hot). On some stoves it is harder to access the ash traps behind the cast bricks and the heat exchanger tubes, but on my Quad this is easy, so even this cleaning only takes 10 or 15 mins, including getting out the various tools and vacuum needed to do it.
After every ton of pellet burning, I do the above complete shut down cleaning as well as pulling the stove away from the vent pipe and vacuuming the exhaust path from the back side of the stove, then sweep the vent with a vent brush, and then finish with the 'leaf blower trick' to get the last of the loose fly ash out of the bowels of the stove that the vacuum can't get.
That's what works for me, FWIIW. As always "your results may vary".