I use PACE ADS200 station for everything from SMA connector all the way down to 0201s.
For desoldering I use desoldering alloy (like
this one) which dramatically decreases melting temperature of a solder (from ~205°C down to about 90°C). So once you apply it, you can easily desolder just about anything with a hot gun tuned down to ~150°C. This way you can pretty much eliminate any chance of a damage from thermal shock, and the process is super easy and quick. Just make sure you wick away all alloy from pads after desoldering before you solder replacement.
Also when soldering 0201 decoupling caps to a big ground plane make sure you solder in the ground connection first, because it's safer to heat up ground enough when sensitive part isn't there yet.