But are there any that don't overheat when you try to funnel dual screens through the USB-C/TB4?

The only setup I have that doesn't is a super minimal one that has a single DP out that feeds a daisy-chain (and a single USB out that feeds a simple hub for low bandwidth peripherals, and a PD in). Unfortunately, most of the screen pairs that I run don't do daisy-chain.

Every other hub I tried eventually got me to give up and connect one of the screens through direct HDMI.

The key is to not use TB4; that's far more energy intensive to handle than DP1.4 alt mode (+ MST for 2 displays). Basically the dock needs to be a little shitty and not have too many features...