From what I understand the warning pertains to people who are using glandulars such as dessicated thyroid, not people using iodine. I asked the same question a while back, I think in the Iodine Forum.
I would proceed slowly.
Slightly O/T... It's amazing how complex the issue of being "cold" is. In fact the word alone w/out any context is meaningless. When my AF was at its worst, the inability to tolerate cold winter days was my most conspicuous symptom. A 40 deg. day felt like 5 deg, a 20 deg. day felt like -20, etc. And yet this is totally different from the inner coldness - lack of thermogenicity - I brought on w/ too much iodine, too quickly.
I've made a lot of progress since those sensitive-to-cold days. Mostly from stopping all caffeine, and 99.5% of all dairy, as well as rancid oils, but also from brewing up a batch of gan cao every chance I get, and using the powdered stuff in between. Few weeks ago I went outside on a cold, snowy day w/ my coat open in the front. Didn't even feel it. Ya never know the future, but any sign of progress you have to stop, cherish it and let it spur you on.