I like the cut-off disks for cutting rail, and just about any other metal material, too. I use only the small ones in my Dremel, and most wear out before they shatter. In fact, as they get smaller, I find them useful for working in confined areas, such as the interior of loco boilers.
If your disks are shattering regularly, you're using them improperly - only light pressure is required when cutting, especially with hard materials like steel. For shaping or finishing, where the side of the disk is used, the pressure against the work should be
extremely light. If you're in a rush, you're in the wrong hobby.

:-D Always use the disks at high speed, and let the disk reach speed before attempting to use it. If a disk has a nick in the edge, it is
possible to use it on wide, flat surfaces, especially steel, where there is nothing for it to catch on - a small nick can be "worn" away in this manner. On smaller material, such as rail or music wire, the nick will catch, shattering the disk.
The admonition to wear safety glasses is an important one, although often ignored. Many of the tasks model railroaders perform can be surprisingly hazardous, and we often fall short in our precautions. In the steel mill where I worked, you could be sent home for failure to wear safety equipment. We need to be just as strict with ourselves in this respect: the threat of loss of vision should be incentive enough. I can't imagine getting
any enjoyment from my trains if I couldn't see them.
Wayne