I wouldn't go full throttle or run them for long without props, the prop provides air cooling. However, it's common to run without props to balance the motor or when dynamically checking one motor and prop for vibration.
I do this all the time on my homebrew drone. Since the motors have no load I have not noticed they get hot, but I have never specifically checked that.
I have a broken off arm end that I can mount the motor on and clamp in a vise.
PLEASE MAKE SURE THERE IS NO PROP ON THE MOTOR (duh but still).