No need to worry about most diesel turbos when driving normally, even towing. But when you get the engine very hot and the turbo red hot, such as dragging a heavy trailer to the top of a mountain pass, or dragging a heavy trailer at 80 MPH on the interstate at 1,000° to 1,200° EGT, then shutting down the engine before the turbo bearings have time to cool down some can kill the turbo.
When the engine dies, the oil stops circulating inside the turbo bearings. The red-hot bearings then cook the oil in the bearings into coke.
If you shut down a very hot diesel turbo without a cool-down period to allow the turbo bearings to cool down at least a little, then the result could be oil coking. Coked oil is like sandpaper. As the oil cools down that "sand" is in your bearings, so the next time you crank the engine your turbo bearings get a good sandpaper effect.
Two preventative measures: 1] use only the dino motor with the specs required by your engine, and maintain fresh motor oil in your engine. Used oil analysis (UOA) is the best way to be sure you're changing the oil often enough for your use of your engine. Synthetic motor oil won't hurt anything, but not necessary to protect your turbo bearings provided you also do 2]. And 2] is to let the hot engine idle until the pre-turbo exhaust gas temp (EGT) drops down to normal idle temp, which on mine was around 300°. If you don't have a pyrometer to give you EGT, then install one. Without a pyrometer, you have to guess at how long it takes for the turbo to cool down enough.
I had a good pyrometer, but I hated twiddling my thumbs while I waited for the EGT to fall down to the safe level, so I also installed an ISSPRO Turbo Temp Monitor (TTM). That's a black box that won't allow the engine to die until the EGT falls to a safe level. EGT doesn't tell you the temp of the turbo bearings, but the experts have determined that you can use EGT to estimate a safe shut-down temp. With the TTM, you don't even need a pyrometer but you do need the sender (thermocouple) that a pyrometer uses to obtain EGT.
On mine the time required for the TTM to kill the engine varied from a few seconds to a few minutes, depending on how hard the engine was working before I turned off the key. After I turned off the key and put the keys in my pocket, the engine continued running until the pyrometer showed about 300°, then the engine would die. I had the keys in my pocket so the steering wheel was locked and the tranny would not shift out of park, so no worry about somebody stealing the truck while I was in the 7-11 with the engine idling and cooling down.
Worked great for me for the 12 years and 200,000 miles I drove that turbo diesel pickup, with no worries about coking the turbo bearings.
ISSPRO R4130 Turbo Temp Monitor