Strain engineered graphene has been predicted to show many interesting physics and device applications. Here we study biaxial compressive strain in graphene/hexagonal boron nitride heterostructures after thermal cycling to high temperatures likely due to their thermal expansion coefficient mismatch. The appearance of sub-micron self-supporting bubbles indicates that the strain is spatially inhomogeneous. Finite element modeling suggests that the strain is concentrated on the edges with regular nano-scale wrinkles, which could be a playground for strain engineering in graphene. Raman spectroscopy and mapping is employed to quantitatively probe the magnitude and distribution of strain. From the temperature-dependent shifts of Raman G and 2D peaks, we estimate the TEC of graphene from room temperature to above 1000K for the first time.