First of all, I would go to the compassion side; if you feel cold make sure that you are dressed warmly enough because the results of not being so may not be beneficial as far as health goes. If you feel that you are warm enough and there is just perhaps a coldness of the nose, or a coldness of the hands or whatever, I would then treat it in the same way that we treat any other unpleasant physical sensation. That is by: noting the changing of the sensation, noting the changing intensity of it, seeing how sometimes the aversion in you starts to cause you to tense up about it, learning how to relax back. I would also use a Compassion/Lovingkindness technique, the D/D method, rather than just depending on the awareness of the changes in sensation by using the Unpleasant Physical Sensation technique - which is the insight into the experience of it - but also I would tend to defuse it with the D/D method - using the wisdom side, the compassion side - this also helps to lessen the unbeneficial reaction to it.