This subject is on my mind right now as well as I'm concepting a design which requires fast cap discharge. In my scenario I want it rapidly discharged when power is lost so I'm considering depletion mosfets for their normally-on properties (during operation the depletion will be driven off).
Here are a few quick notes:
First, you can get some information from the "Transient Thermal Impedance" charts that are usually near the end of the datasheet. For example this one:
https://ixapps.ixys.com/DataSheet/DS100185D(IXTY-TA-TP1R6N100D2).pdf
This app note from Infineon also covers dynamic thermal impedance of many packages.
"Thermal Resistance Theory and Practice"
https://www.infineon.com/dgdl/smdpack.pdf?fileId=db3a304330f6860601311905ea1d4599
I can't recall the source now and will return if I find it but I recall reading something and concluding a DPAK was more like 1C/Joule, which appears lower than the infinon app note which shows 3.5C/watt for a 200ms pulse.
One thing the app note illustrates is that at about 1 second and higher the PCB layout and its thermal mass becomes an effective sink (that's where the different footprint curves start diverging) and you should be able to find the thermal mass of copper to calculate that.
SCR's are more likely to have an A2S (amps squared second) fusing rating which will also give you a clue as to the energy they can handle (though you wouldn't want to come close to that, perhaps 1/10th of it or less).
The bottom line I believe is that standard mosfet packages like DPAK are good for single-digit joules at least, not milli-joules.
EDIT: Ah I found it. TI's appnote on hotswap applications:
https://www.ti.com/lit/an/slva158/slva158.pdf
This says D2Packs are ~1J/C, DPAK's are 0.37J/C (again this requires sufficient time to heat the package which I believe is on the order of 1 second)
EDIT2: Sorry I'll just keep going. If the mosfet can't handle the energy by itself consider pairing it with a Joule rated resistor. Wirewound resistors will often have joule ratings and some resistor families are specially targeted charge/discharge applications. Here is one example:
https://www.ohmite.com/assets/docs/res_a.pdf
And their broader high energy series.
https://www.ohmite.com/surge-high-energy/
Another good charge/discharge device is a PTC which has the feature that its self-protecting if the discharge circuit was to fire during operation. These PTC's are joule rated specifically for charge/discharge
https://en.tdk.eu/inf/55/db/PTC/PTC_ICL_in_housing.pdf