Frying by overclocking a GPU or CPU?

People talk about how it's dangerous to overclock a cpu or gpu in mobile. I've done both and had no problems. From personal experience and even in a Linus tech tips/as fast as possible video, he pretty much states that once a gpu or cpu gets too hot, it'll thermal throttle to protect itself. I've seen this happen with my Intel cpu's if i add too much voltage during an overclock. The speed just clocks down and in XTU, it tells me thermal throttling is happening when i get close to 100c.

So my...

Frying by overclocking a GPU or CPU?