I wouldn't say there is a very high risk of clogging. The Nozzle X coating will help for sure but you don't see a huge amount of quality difference between a 0.4mm and a 0.5 or 0.6mm nozzle so we tend to recommend one of those in regular steel. There is just less risk involved with little sacrifice in terms of cost and clogging. Unfortunately, it can be hard to say how much risk there is - we always recommend a larger than normal (abrasive resistant) nozzle but 0.4mm is certainly possible for the majority of wood filaments.

The Nozzle X is steel at its core, so has lower thermal conductivity than regular brass and would require higher than average temperatures for PLA. 205-210 would be adequate for most PLA varieties.