I would defialty speek to the DSN and see if they have any suggestions.
I had a simialr experience when I was diagnosed. I was getting OK blood sugars but I was SO cold, I also started having pains in my feet. For me it seemed to settle down once my body had re adjusted to more normal suagr levels (I'd probably been high for quite a long time when I was finally diagnosed). The following winter I didn't have any problems, though I'm a pretty cold person to start with.
For me the key is defianlty to avoid getting cold in the first place, mking sure I wear gloves and I've started sleeping in thermal socks. Washing hands in warm water before doing a finger prick helps for me too.