Yes, my chiro from years ago when I dislocated my knee,
taught me about cold treatment.

She said heat will rev nerves up, and make pain worse.
There are treatments now for arthritis that use cold also.

Just don't overdo it. 15-20 min tops up to 3 times a day.

I have 2 large 3M gel packs I keep in the freezer and do my neck and back when they start causing pain for me. Ice on the inner wrists also works well for hand pain. (you can find these on Amazon.)

I stay away from hot baths, hot tubs, steam rooms and heating pads now. Always place a thin cloth between the cold source and your skin. If you notice ANY negative changes, stop using cold.

Cold slows nerve conduction so it is helpful for PN pain. The RSD (CRPS) patients have circulatory problems with their type of neuropathy, and cannot tolerate cold.

I've mentioned cold many times, but since I have over 30,000 posts now (some of those are moderator posts), it can be hard to find them. (sometimes I only go so far as to recommend avoidance of heat sources.)