Incidentally there are some studies that show you get better at it with more frequent exposure. I have kayaked for many years and have found this to be the case - if my hands get cold now, dipping them into the water to further cool then hence opening the veins is very effective if counterintuitive way of warming my hands up.
After handling snow I've noticed this too. My hands are often cold by default, but if I handle snow it's as if the coldness crosses some threshold and your body says, OK, that's over the line! We're sending help!