Redditor Flashfletch33 kept cool at San Diego Comic-Con a few years ago with an X-Men costume. He dressed as Iceman, and I haven’t seen a take on the character quite like this. He managed to use makeup effects to create a realistic looking layer of frost over his clothes and skin. He says:
Its a Makeup FX that i made to give the ice effect, it is a silicone based prosthetic like that is clear and extremely glossy to give the ice effect.
This is a technique you could apply to costumes and props for characters such as Captain Cold, Elsa, and others.