I'm not aware of any systematic study on this, but in my personal experience, removing the solvent from crystaly by any method can lead to physical destruction of the crystal (i.e. formation of micro- or nanocrystalline powder). Usually this happens when solvent molecules are part of the crystal lattice (e.g. hydration water).
If you have to remove the solvent while keeping the crystals intact, I think the risk is best mitigated by applying gentle methods, such as washing with a more volatile solvent (that does not dissolve your crystal) and subsequent evaporation under a stream of dry N2 or Ar.