I've had similarly sized PIAA 1500XT driving lights (not fog) in the same opening, for a full year now, and no problems at all with overheating.
Before they were installed, I asked the service department if that opening was meant for ventilation. They said no. Maybe they're right this time.
No problems so far with rock damage, and I drive on dirt and scoria roads quite often.
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2001, SLT 2500, reg cab, 4x4, 6 spd, HO, 4:10, LSD, Westach Combo Gauge, stock