[mwebb]

"Nope. I *implemented* it so that it's on when the key is turned to the on position. My goal was to pre-heat the 02 sensor before starting the car. I know it's heating up because I have a digital AFR gauge that I watch "go lean" as it heats up "....

ok
understand that with a heated 02 sensor or AFR ,
even in very cold ambient temperatures
(i have many many graphs which prove that on various makes and models )
most systems will get to closed loop in 1 to 2 minutes anyway so preheating the heater gains little ,
and if it were or is possible to wipe out the thimble because of temperature shock due to preheating .....

you could always reconfigure your modification such that it powers up when the key is in the RUN position .
and if you choose later to preheat , turn key to run for a minute prior to start .
having said that engineers position the 02 / AFR sensor to minimize the possibility of thermal shock and

and
you should not use an 02 sensor from a system with
an ECM CONTROLLED Heater on time , like for instance from a
2001 VW passat with ATQ engine or a BMW from the same era
because if one of those 02 heaters is run at 100% on , it will have a much shorter life than if it were installed in the correct type of system

a heated 02 sensor from say a 1997 chevy cavalier with a 2.2 IS designed to have the 02 heater powered up with the key in run and would be a better choice
for your particular application
imho
==========================
a digital AFR "gauge" connected to a system with heated 02 sensor
can show you only 1 thing
stoich or lambda or 14.7 to 1
OR unknown amount leaner than stoich
OR unknown amount richer than stoich
if it shows anything else it is showing blarney as 02 sensors CAN NOT measure any other condition

because 02 sensors only show stoich , if they are cycling , the system is at stoich , if the 02 sensors are not cycling , the system will set a DTC
if there is no DTC related to 02 sensors , the system is at stoich
so
on systems with 02 sensors ;
those "AFR Gauges" are as useless as mudflaps on a sledge hammer.
fact .