I worked with NMR about 8 years ago in the uni. We used regular liquid helium to get to about 4.2 degrees K. The next step is He 3 isotope which is an order of magnitude more expensive but gets you an order of magnitude cooler (in degrees K). That usually runs in a closed system (heated He is not vented into the atmosphere) because of its cost.

The way cooking it was explained to me is that you try to slow down atoms with lasers, but I don’t know any of the details.