If your crossover components get hot enough to melt insulation, you need another crossover designer.
Seriously, the ESR of caps and DCR of inductors in any high-quality crossover should be low enough that there is virtually no heating. However, if you're using resistors to pad the drivers or "trim" the woofer (RDO configuration), you need to make sure they are sized properly to avoid excessive heat. I think as long as the actual power in the resistors (you'll need to calculate this) doesn't exceed their rated power you should be fine.
