Quick searching of how the astronauts survived this, turns out it seems they timed landings to the lunar dawn for an in-between temperature, that the lunar surface doesn't conduct heat well (all dust?), of course there's no atomsphere to conduct heat, and that their boots were extremely well-insulated.
There's a pretty good song about how the moon's day/night cycle would affect a lunar mining colony: https://www.youtube.com/watch?v=GDPUdUGJpjc
This is one of the reasons why lunar bases will actually be more difficult than people think. Dealing with extreme environmental conditions is much easier when they are stable, then you can design around them and deal with them. Dealing with conditions that cycle from one extreme to another continuously over extended periods of time is much more challenging. One point of proof of that is the longevity of the Martian and lunar rovers and landers. Many landers and rovers on Mars have lasted for years, some have lasted over a decade. No lunar rover has been able to maintain roving operations longer than a few months. This despite the fact that lunar rovers are in near real-time contact with Earth continuously. The heat/cold cycles and hyper-abrasive clingy dust make the lunar environment particularly harsh on equipment.