I've seen people do this both ways...with Loctite and without. Those who didn't add any Loctite told me they thought it was ok since the rear end wasn't under pressure, didn't run anywhere as hot as the engine and the lubrication inside was tremendously thicker. Personally I've used Loctite always, but I could be over-cautious. As for chilling/heating, I doubt you'll need to do that but you can if you desire. I wouldn't worry about heating the sleeve...too thin, not enough mass to matter and all that. The driving cup makes installation usually go along swimmingly. Unless you bought one that was too tight or (and this is kind of important) you left any sort of protrusion or roughness on the yoke. I saw a fellow split one years ago and it was because he hadn't checked the piece first and there was a small bit of something that caused it to rip as it was installed.
