I have had this happen once. Cold jar, didnt let the grease cool enough... was my bad. Same as if you're going to put it into a metal can while its still really hot, make sure the can isnt sitting on something that will melt.

I think the best advice is "Dont pour the grease while its still hot enough to burn you"

I may be speaking from experience. I only pour grease into cans and foil now.

It depends on where you’re from, glass jars/drinking glasses in Germany don’t shatter from thermal shock, but they do in the US.

I reflexively yelled at my boss once because he poured recently boiling water out of a glass and turned the cold faucet on to rinse it out while scrubbing, and I thought he was about to cut the shit out of his hand. He got contemplative for a moment and then said that he had forgotten that that used to happen in Afghanistan (where he was from), but it doesn’t happen in Germany.