Experiments on anhydrous proteins diffusing in a low-pressure gas reveal transitions that share common features with the unfolding and refolding processes observed in solution. These phenomena force us to re-evaluate the specific role played by solvent on large-scale protein rearrangements. Computer simulations, in combination with tools for molecular shape analysis, provide insights into in vacuo processes. In this work, we deal with one particular aspect of this problem: the conditions and the mechanism for spontaneous unfolding in a globally neutral protein. When coupling the protein to a simulated thermal bath, the flow of energy between rotational modes and internal modes can produce a centrifugal effect leading to unfolding. Using hen lysozyme as a system, we study the reproducibility of the unfolding transition and its dependence on the bath relaxation constant. In addition, we monitor the evolution of large-scale molecular shape features (e.g., chain entanglements) that take place during unfolding. Our results show that a change in bath relaxation constant affects the time scale of the transition and the population of intermediates, without changing the basic unfolding mechanism. We also discuss possible cycles of unfolding-refolding transitions, and their implications for our understanding of the denatured state.