It is not just the risk of having miles yanked, it also does not look good on your credit report. Credit card companies can deny you for opening and quickly closing cards over and over. Chase denied me for having too many cards opened in a short time. I usually wait until the annual fee comes due and then cancel, so I can use that as a legitimate reason why I am closing the account. It also looks better on my credit report to pay a card ontime for a full year before requesting it be closed.
if you are trying to churn (which is near impossible anymore) 6 months seems long enough...just be aware that it might take another year (or more) after you cancel to be eligible for a bonus again.