In my opinion React support is progressing quickly but is not fully there yet (definitely more documentation is needed), so for the JSX part the pain is greater than the gain (especially given PropType checking already in React).
As an example, to see what I mean, try to figure out how to write a properly typed Higher Order Component function. Last time I looked at it, this had no direct mention in documentation and only workarounds on StackOverflow.
It seems a little strange but you can import the propTypes of the wrapped component (argument to the HOC) into the wrapper and incorporate them into your type checking there.
As an example, to see what I mean, try to figure out how to write a properly typed Higher Order Component function. Last time I looked at it, this had no direct mention in documentation and only workarounds on StackOverflow.