I did this this morning and it was somewhat brutal. What helped is the sequence: legs first, then the hands, then the head, and the torso last. That way the body acclimates to cold water a little, and it's not as shocking
Does this count? It was obviously a few years ago (no grey hair!) when I was hiking from one end of the Pyrenees to the other. As I was backpacking throughout the only showers I had were from waterfalls. The water was often coming form melting snow higher up the mountain and this shower was certainly on the COLDEST setting! It was also in full view of anyone coming down the footpath.
having no heated water, i took this dare (other option was to make warm water on stove, but i didn't as i wanted to complete this one!) - freaking cold brrrrrrrrrr
I did this but I couldnt take it and had to jump right back out. I did manage it by turning the shower temperature down from hot to cold but really slowly. I eventually made it to the coldest setting and it actually felt really good definately worth a try.