Even paranoids have enemies! :-)
I've been a firm believer in avoiding shared neutrals ever since Mr. Murphy came in one night, and cost me $350 in fried power supplies.
I will concede here that Mr. Murphy had some help, in that a) there were an awful lot of wires tied together under that wire nut (my fault for a poor re-making of that mess!) and b) someone had seen no reason to run his neutrals all the way to the panel (maybe an entire 8 feet away), and had combined them in the junction box.
So, yes, my concern is with poor connections, far more than harmonics. I've found cooked neutrals, but harmonics had nothing to do with it!
Another mess cost me $600 when I opened a neutral to add a receptacle to the circuit. Though I had taken pains to shut off my circuit, and power down ever appliance in the area....well, the wires were not twisted together under the nut, and a money changer in the next room was somehow tied in- along with another circuit. The money changer said "hello" to 220 volts, and died. Oops.
The heck with voltage testing....maybe we ought to start putting an amp clamp on neutrals as well.
So- even though I like the theory- I try to avoid sharing the neutral. Just making things a little more "Murphy resistant."
I conside neutral connections to be even more critical than hot-wire connections.