The so-called all-metal hotends are sold as upgrades to the lined hotend versions. Actually, they are not. These are different type of hotends that can be used printing at higher temperatures. However, PLA printing at high temperatures is not advised. You rather choose to print a slightly lower temperatures.
What do I need to do to avoid jamming?
This requires that you change the way you operate the hotend/extrusion process. Why? Because the hotend is not lined, the heat from the heating block can more easily creep up the hotend into the coldend. This requires that you have a good performing cooling fan cooling the radiator fins of the coldend. Furthermore, because of the higher temperature (as the liner is not shielding the heat to the filament), the melted and the softened length of the filament in the hotend assembly is substantially longer. This means that excessive retraction lengths can cause soft material to be be pulled back too far. Knowing that the filament diameter is smaller than the tubes or the diameter of the heatbreak, this soft and molten filament can get stuck in the increased diameter section of the heatbreak.
But if it gets jammed,
How should I remove the filament fully without damaging the thermistor and heating element?
You need to ensure that enough heat gets into the hot and coldend to soften all the material. Currently PLA is stuck in the assembly. To soften all the material I would diasble the cooling fan of the coldend and heat up the heater to a temperature of 210-220 °C and keep this warming up for several minutes to allow heat to creep up. You can now try to push the filament through. If this fails wait longer or increase the temperature by 5 °C increments at a time. Too high temperature can cause filament to cook and carbonize. making it effectively harder too clean. If this fails, disassemble the hotend while hot (be careful!) and clean the individual part mechanically or use heat.