Remember on the way up those engine bells are taking an amazing amount of heat from burning LOX and RP1. They can handle a LOT of heat.
On the way down, they take most of the heat on the engine bells, designed to take it, and then the components above it, are the ones with protection.
SpaceX has been iterating and evolving the materials and equipment to better survive with each launch. The final iteration is expected to be the Block 5 Falcon 9 version that should be very reusable for at least 10 flights. It is expected by the mid point of 2018 to fly a mission.
Prior to this launch, SpaceX has landed 21 boosters successfully. Several have made it all the way down, but for variety of reasons did not end up standing. (Like the GovSat-1/SES-16 booster the previous week. It landed on the water, since the OCISLY ASDS was required for this mission, and was found lying on its side in the water. Does not count as a successful landing, but sort of was.).
In fact both the side boosters are on their second flights. Thaicomm-8 and CRS-9 missions were the previous flights of these boosters.