A person who is resistant to temperatures — what do you call them?
According to Wikipedia it depends on why the person has resistance.
If the person keeps it's body temperature within acceptable boundaries despite external temperatures, the person is thermoregulatory.
If the person
simply adopts the surrounding temperature as its own body temperature
it is thermoconforming.
In your example, with meditating on an iceberg, I would guess the person is thermoregulatory, as (s)he keeps his/her temperature within certain boundaries despite the environmental temperatures.