If I can see, smell or feel oil in the ferrule, I'll swab it with a Q-tip and some alcohol. Other than that, I don't bother cleaning the heads.
I have yet to lose a broad head. I have lost one or two field points shooting them into frozen targets in winter, but even that hash''t happened since I switched to a softer hot melt a half dozen years ago.
Be careful to not overheat the heads in mounting them. Doesn't take a whole lot of heat. I use an alcohol burner, which gives much less heat than a torch.
Would probably need to heat the heads to red hot to remove the temper, but if you're discoloring the metal, you're probably starting to get close.