There are certainly times in extended where a chei character will get double/triple hellfired, but I don't really find that terribly frightening. Maybe I'm just very used to it. I did lose a gargoyle in extended in .16 to it, so certainly on low hp races, it can be an issue.
I guess I see extended as optional, so even though I run it often, it's always contingent on me having the proper extended setup; this usually revolves around healing. extended kits:
Healing:
Take either TSO or Makhleb. Other less common options with trog, ely.
regeneration
Heal wounds wands
Damage avoidance:
Necromutation
haste
high level spells (firestorms, etc)
Statue form
Assemble a kit: take at least one of each category, preferably more, and combine with high defenses, good attacks. Good attacks is very general and vague, but I did specifically separate out high level aoe's for their tendency to kill things before they even get a chance to act against you.
I personally like to go for statue form + regen + heal wounds wand, and chei makes it somewhat easier to get the wand, although I'll happily run extended with just statue + regen. I likely won't do it without regen. Some people swear by necromutation, others detest it. Both transmutations are less common than simply using haste + high offense (either spells or melee).
I guess the point I'm trying to make is that when you have a proper healing/damage avoidance setup, getting the occasional triple hellfire isn't really that scary. I probably took 100+ damage turns on my
super powerful octopode at least 3 or 4 times, and never really felt scared, because I had 300 hp, could kill things easily, and had plenty of escape options if I really wanted to get out. I used step from time twice, once I remember specifically in tomb with 4-5 greater mummies who happened to torment me while out of statue form, and the other I don't recall. It's really quite easy to reset any sort of bad engagement with Chei in 95% of circumstances, which is a degree of safety you don't really see outside of Zin.
Of course, in the end, the most insightful post in this thread is Kroki's: good troll thread i enjoy