Hello Piotr,
I have seen two kinds of people practicing cold exposure: those who shiver seem to be the large part (afterdrop), except Wim Hof himself and Maurice Daubard (Maurice Daubard's website). And Wim Hof doesn't teach how he manages to keep warm his body from inner organs to outer skin... What is your opinion about that?
I think doing the horse stance after an icy dip is a great way to deal with the afterdrop, as it pumps a lot of blood throughout the body. Not sure if Wim does it after every ice bath, but I've seen him and his students performing it on several occasions.
Edit. I'd also say that Wim is able to keep himself warm due to a high amount of the brown fat.