When it’s hot during the day and cold at night, I sometimes find myself under-dressed for late evening riding. I can pedal harder to generate body heat, but on flat ground that creates wind chill & doesn’t help. Pedaling hard while lightly holding the brakes works really well to warm up!
But the downhill-biking folks warn about the hazards of overheating brakes (mostly disc brakes but also rim brakes / V-brakes). I have V-brakes.
I imagine just pedaling into brakes transfers heat into them much slowly than controlling downhill descents, since I can go down hills much faster than I can go up hills (it takes much longer to transfer one hill’s worth of energy from my muscles into having climbed the hill than to transfer the same one hill’s worth of energy into the brakes/rims while descending it).
Do I need to worry about this at all?
As others have already said, you will never be able to overheat your brakes this way and brake pads are cheap. My suggestion is that you figure out which brake you wear down quicker (usually the rear for beginners) and use the other one for this. This will make your brakes wear more evenly and prevent having one pair of pads dry out while you wear down the other pair.