That only works to increase the surface area in materials with poor heat conduction, such as an aluminium-air interface on an air-cooled motor (air is a poor conductor of heat). Poor heat conduction is not the problem here.
Actually, heat conduction is something of a problem here in at least one way.
Some of the energy going to the first wall impinges on the surface of the first wall and becomes heat there (photons from the plasma, direct impact of charged particles from the plasma on the surface). This must be conducted through a vacuum-tight barrier layer before reaching a coolant channel. The ability of this layer to dissipate heat (before stress from differential thermal expansion of the inner hot/outer cold parts cause it to fail) is proportional to its thermal conductivity.
For ITER, the relevant layer of the first wall armor is a CuCrZr alloy. However, this alloy is unsuitable for use in a production DT reactor due to activation. For DEMO, this layer is going to have to be made of RAFM steel, which has an order of magnitude lower thermal conductivity.
This problem MIGHT be solvable with a liquid first wall (flowing liquid lithium), but it's not clear all the penetrations of a fusion reactor can be shielded in that way -- and any that are not will face this issue. And the lithium doesn't solve the neutron wall limit problem unless its very thick.
As you have noted elsewhere, molten lithium would interfere with magnetic containment. Lithium hydride melts at a rather higher temperature. I don't know how reactive molten LiH would be with pipes. I know letting any air into contact with molten LiH would be, as we say, bad.
