My experience working with Pyrex lab glassware is that it shatters under two specific circumstances- dry glassware over a direct heat source (it's totally fine if there's a liquid in the vessel since the liquid modulates the heat and prevents thermal shock) and putting a raging hot beaker of water on a cold wet countertop resulting in downshock (if you put it on a towel it's fine). Even under these conditions, Pyrex glass shatters very rarely.

And I have read that it's okay to put frozen food in a Pyrex container directly into a pre-heated oven since the food absorbs the heat transmitted into the glass. Ultimately it's about the speed and evenness of the temperature changes (not the actual temperature) that causes shattering. YMMV.