Right. High thermal gradients through ball bearings or roller bearings are tricky, and you don't get much contact area for thermal conduction in the bearing (meaning most bearing applications need to be mindful of cooling). (Pro tip from MIT 2.72: make sure to position bearings such that thermal stress from the shaft undergoing more thermal expansion than the rest of the machine doesn't jam the bearings.)

I guess you'd want a bearing with sodium-potassium alloy (hazmat!) or mercury (hazmat!) or something. Or... make the casing for the shaft into a heat pipe with ammonia or alcohol vapor.