That's true, but even in Shire Gandalf wouldn't even touch the ring. When he merely reached for it he got Sauron PTSD flashbacks and he physically stepped away in fear when Frodo tried to give the ring to him later. He uses Frodo to test whether it's cool after being heated in fire and I imagine this is for the same reason, not because he considers Frodo a good guinea pig for experimenting with metal heat dissipation.

Has 0 issues handling it in an envelope tho lol