Hot yoga and broken capillaries?

Hi, I have recently started doing bikram and am concerned about skin damage.

I have read a couple places that the sudden increase in heat can cause the capillaries to rapidly expand and then contract when finishing the session. This has been purported to be bad for capillary walls and cause them to break.

I am wondering if there is a way to prevent this from happening?? (dont want to stop doing bikram but am definitely concerned about this!)