I laughed at this - and totally understand where you're coming from.
However. For me, I have known people who weather the cold very well - unlike you and I. They'll go for a swim in a cold lake and enjoy it. Generally, I hate the cold. Even a mild cold is NOPE. My hands especially, get cold very easily.
But this is what I saw when I looked up the method:
> If you are new to cold exposure, just end your warm shower with 15 - 30 seconds with cold water only. Begin with your feet and then follow with your legs, your stomach, shoulders, neck, and back. An initial shock, shivering and hyperventilation is normal. Try to remain calm and breathe easily. Close your eyes and really try to embrace the cold. Don't pour the cold water over the head if you are not known with cold exposure. If you feel any strong physical uncomfortableness, like heavy shivering, numbness or pain, get your body warm again as soon as possible. Cold exposure works like weight lifting, you get stronger over time. There are little muscles around your veins that contract when they get into contact with the cold. After some time (only 1-2 weeks according to Wim) these become stronger, making your veins healthier and reducing the force that your heart has to use to pump blood around your body. You can increase exposure over time. At one point the cold will feel just as comfortable as wearing your favorite pajamas and you can skip the warm shower completely. Notice how you feel amazing after a cold shower and sluggish after a warm one.
When I first heard about this guy years ago, i picked up the yoga side of it and deemed it BS. But this kind of gradual conditioning he proposes, and not going overboard with it, makes me think maybe I could try it. In theory, we should feature some adaptive qualities to better weather the cold. I'd sure love to find mine.