E-Flasks can be made with different materials. Pyrex and Kimax are 2 I know of. They should both be able to handle thermal shock pretty well, but nothing is a guarantee. When I used to make starters in E-Flasks, I would first put it in a bath of regular tap water (~55-60°F) for a few minutes and then an ice bath. Never had a problem.
If you're going to boil starter wort in them, get the anti-foam drops. Volcanos burn and make a huge sticky mess.

I make my starters in a stock pot now and funnel it in to flasks for this reason.